+296.5%
NTAP vs VXX
-99.0%
+395.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.3% | +12.8% | +7.5% |
| 7D | +7.4% | +2.0% | +5.4% | +8.0% |
| 30D | -1.4% | -7.1% | +5.7% | -2.9% |
| 3M | +24.6% | -28.6% | +53.2% | +15.8% |
| 6M | +105.9% | -44.0% | +149.9% | +83.1% |
| YTD | +88.5% | -31.7% | +120.3% | +78.2% |
| 1Y | +62.1% | -46.3% | +108.4% | +46.8% |
| 3Y | +169.1% | -78.3% | +247.3% | +129.2% |
| 5Y | +141.9% | -95.8% | +237.7% | +53.1% |
| All | +296.5% | -99.0% | +395.5% | +140.0% |
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