+82.9%
NUE vs VXX
-46.7%
+129.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.8% | +0.8% |
| 7D | -0.6% | +2.0% | -2.6% | -0.2% |
| 30D | -4.6% | -7.1% | +2.5% | -5.7% |
| 3M | -0.3% | -28.6% | +28.3% | -6.1% |
| 6M | +51.9% | -44.0% | +95.9% | +37.7% |
| YTD | +60.0% | -31.7% | +91.7% | +52.1% |
| 1Y | +82.9% | -46.3% | +129.2% | +66.8% |
| All | +82.9% | -46.7% | +129.6% | +66.8% |
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