+181.8%
NFLX vs VXX
-98.9%
+280.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | +0.6% |
| 7D | -8.1% | +7.2% | -15.2% | -6.7% |
| 30D | +1.6% | -5.8% | +7.5% | +0.4% |
| 3M | -7.3% | -29.0% | +21.7% | -13.5% |
| 6M | -21.6% | -44.0% | +22.4% | -29.9% |
| YTD | -18.9% | -28.7% | +9.7% | -23.0% |
| 1Y | -39.1% | -45.2% | +6.1% | -44.9% |
| 3Y | +71.7% | -77.8% | +149.5% | +44.2% |
| 5Y | +27.0% | -95.6% | +122.6% | -18.9% |
| All | +181.8% | -98.9% | +280.8% | +68.6% |
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