+1,479.4%
NET vs VXX
-98.8%
+1,578.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +2.4% |
| 7D | -0.4% | -3.0% | +2.6% | -1.3% |
| 30D | -5.3% | -11.5% | +6.1% | -8.5% |
| 3M | +14.7% | -27.3% | +42.1% | +5.3% |
| 6M | +45.7% | -49.6% | +95.2% | +21.7% |
| YTD | +44.2% | -32.0% | +76.2% | +33.1% |
| 1Y | +30.5% | -48.3% | +78.8% | +12.9% |
| 3Y | +353.6% | -78.9% | +432.4% | +265.6% |
| 5Y | +121.8% | -95.6% | +217.4% | +32.5% |
| All | +1,479.4% | -98.8% | +1,578.2% | +723.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling