+87.8%
NUE vs VXX
-51.0%
+138.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.6% | -3.6% |
| 7D | -1.4% | -4.1% | +2.7% | -1.9% |
| 30D | +6.6% | -0.8% | +7.4% | +6.8% |
| 3M | -2.0% | -19.8% | +17.8% | -5.1% |
| 6M | +19.2% | -40.5% | +59.7% | +9.9% |
| YTD | +65.6% | -35.5% | +101.2% | +56.1% |
| 1Y | +87.8% | -51.1% | +139.0% | +69.5% |
| All | +87.8% | -51.0% | +138.9% | +69.5% |
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