-18.6%
NRG vs VXX
-51.1%
+32.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.9% | +6.6% |
| 7D | +7.1% | -3.5% | +10.6% | +6.0% |
| 30D | -1.4% | -13.6% | +12.2% | -5.5% |
| 3M | -10.5% | -24.6% | +14.1% | -16.7% |
| 6M | -26.7% | -39.9% | +13.1% | -34.5% |
| YTD | -24.5% | -33.1% | +8.5% | -30.0% |
| 1Y | -18.6% | -49.9% | +31.4% | -27.1% |
| All | -18.6% | -51.1% | +32.5% | -27.1% |
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