-38.2%
NKE vs VXX
-99.0%
+60.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.4% |
| 7D | -4.2% | +2.0% | -6.1% | -3.7% |
| 30D | -8.2% | -7.1% | -1.1% | -9.4% |
| 3M | -19.1% | -28.6% | +9.6% | -24.1% |
| 6M | -32.6% | -44.0% | +11.4% | -39.2% |
| YTD | -40.7% | -31.7% | -9.0% | -43.7% |
| 1Y | -48.9% | -46.3% | -2.5% | -53.3% |
| 3Y | -59.2% | -78.3% | +19.0% | -65.0% |
| 5Y | -75.3% | -95.8% | +20.5% | -83.6% |
| All | -38.2% | -99.0% | +60.8% | -60.7% |
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