+84.2%
NOC vs VXX
-99.0%
+183.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.3% |
| 7D | +0.8% | +2.0% | -1.2% | +0.9% |
| 30D | -9.7% | -7.1% | -2.6% | -10.2% |
| 3M | -5.6% | -28.6% | +23.0% | -8.0% |
| 6M | -28.6% | -44.0% | +15.4% | -31.4% |
| YTD | -7.9% | -31.7% | +23.9% | -9.9% |
| 1Y | -9.5% | -46.3% | +36.8% | -12.9% |
| 3Y | +28.4% | -78.3% | +106.6% | +18.9% |
| 5Y | +59.0% | -95.8% | +154.8% | +26.3% |
| All | +84.2% | -99.0% | +183.1% | +42.3% |
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