+163.5%
NSC vs VXX
-99.0%
+262.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.2% |
| 7D | -1.5% | -3.0% | +1.5% | -2.1% |
| 30D | -1.9% | -11.5% | +9.5% | -4.1% |
| 3M | +6.2% | -27.3% | +33.6% | +0.4% |
| 6M | +9.2% | -49.6% | +58.7% | -3.0% |
| YTD | +15.0% | -32.0% | +47.1% | +9.1% |
| 1Y | +21.1% | -48.3% | +69.4% | +9.9% |
| 3Y | +78.6% | -78.9% | +157.5% | +52.4% |
| 5Y | +45.9% | -95.6% | +141.5% | -2.9% |
| All | +163.5% | -99.0% | +262.5% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling