+91.0%
NTAP vs VXX
-41.6%
+132.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.1% |
| 7D | -1.0% | +7.2% | -8.1% | +0.3% |
| 30D | -7.5% | -5.8% | -1.7% | -8.4% |
| 3M | +14.6% | -29.0% | +43.6% | +8.1% |
| 6M | +91.0% | -44.0% | +135.0% | +77.0% |
| All | +91.0% | -41.6% | +132.6% | +77.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling