+208.7%
NRG vs VXX
-78.4%
+287.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +0.5% |
| 7D | -4.7% | +2.0% | -6.6% | -4.1% |
| 30D | -6.0% | -7.1% | +1.1% | -7.6% |
| 3M | -8.0% | -28.6% | +20.7% | -15.0% |
| 6M | -23.2% | -44.0% | +20.8% | -32.4% |
| YTD | -28.1% | -31.7% | +3.7% | -32.3% |
| 1Y | -27.3% | -46.3% | +19.1% | -34.8% |
| 3Y | +208.7% | -78.3% | +286.9% | +162.7% |
| All | +208.7% | -78.4% | +287.0% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling