+18.9%
NSC vs VXX
-46.7%
+65.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -1.3% |
| 7D | -2.8% | +2.0% | -4.8% | -2.6% |
| 30D | -4.5% | -7.1% | +2.6% | -5.0% |
| 3M | +3.5% | -28.6% | +32.2% | +0.7% |
| 6M | +8.5% | -44.0% | +52.5% | +3.3% |
| YTD | +12.3% | -31.7% | +44.1% | +9.6% |
| 1Y | +18.9% | -46.3% | +65.3% | +15.3% |
| All | +18.9% | -46.7% | +65.6% | +15.3% |
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 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