+4.0%
NI vs VXX
-45.2%
+49.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -0.8% | +2.9% | -3.7% | -0.6% |
| 30D | -3.4% | -5.8% | +2.4% | -3.6% |
| 3M | -12.4% | -24.7% | +12.2% | -13.7% |
| 6M | -12.2% | -48.1% | +35.9% | -15.3% |
| YTD | +0.3% | -31.1% | +31.4% | -1.1% |
| All | +4.0% | -45.2% | +49.2% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling