+68.1%
NTAP vs VXX
-51.0%
+119.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.6% | +8.0% | -4.3% |
| 7D | -16.1% | -4.1% | -12.0% | -16.6% |
| 30D | -15.9% | -0.8% | -15.1% | -15.3% |
| 3M | -1.2% | -19.8% | +18.6% | -5.3% |
| 6M | +70.1% | -40.5% | +110.6% | +53.2% |
| YTD | +77.9% | -35.5% | +113.5% | +73.7% |
| 1Y | +68.1% | -51.1% | +119.2% | +51.3% |
| All | +68.1% | -51.0% | +119.2% | +51.3% |
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