+187.0%
NFLX vs VXX
-99.0%
+286.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +0.9% |
| 7D | -1.1% | +2.0% | -3.1% | -0.6% |
| 30D | +4.3% | -7.1% | +11.4% | +2.8% |
| 3M | -4.8% | -28.6% | +23.9% | -11.0% |
| 6M | -18.4% | -44.0% | +25.6% | -27.0% |
| YTD | -17.4% | -31.7% | +14.3% | -22.3% |
| 1Y | -35.7% | -46.3% | +10.7% | -42.1% |
| 3Y | +73.8% | -78.3% | +152.1% | +45.5% |
| 5Y | +29.3% | -95.8% | +125.1% | -18.1% |
| All | +187.0% | -99.0% | +286.0% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling