+115.1%
NOK vs VXX
-95.6%
+210.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.3% | +9.1% | +4.0% |
| 7D | +11.0% | +2.0% | +9.0% | +11.4% |
| 30D | +7.8% | -7.1% | +14.9% | +6.5% |
| 3M | -21.0% | -28.6% | +7.6% | -25.1% |
| 6M | +40.9% | -44.0% | +84.9% | +29.3% |
| YTD | +72.0% | -31.7% | +103.8% | +65.0% |
| 1Y | +140.9% | -46.3% | +187.3% | +123.3% |
| 3Y | +194.3% | -78.3% | +272.5% | +156.2% |
| All | +115.1% | -95.6% | +210.8% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling