+157.3%
NSC vs VXX
-99.0%
+256.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -1.7% |
| 7D | -2.8% | +2.0% | -4.8% | -2.4% |
| 30D | -4.5% | -7.1% | +2.6% | -5.8% |
| 3M | +3.5% | -28.6% | +32.2% | -2.5% |
| 6M | +8.5% | -44.0% | +52.5% | -1.7% |
| YTD | +12.3% | -31.7% | +44.1% | +6.7% |
| 1Y | +18.9% | -46.3% | +65.3% | +8.8% |
| 3Y | +74.1% | -78.3% | +152.4% | +49.5% |
| 5Y | +43.9% | -95.8% | +139.7% | -5.5% |
| All | +157.3% | -99.0% | +256.3% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling