+66.0%
NUE vs VXX
-78.4%
+144.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.8% |
| 3M | -0.3% | -28.6% | +28.3% | -6.1% |
| 6M | +51.9% | -44.0% | +95.9% | +38.2% |
| YTD | +60.0% | -31.7% | +91.7% | +52.4% |
| 1Y | +82.9% | -46.3% | +129.2% | +68.2% |
| 3Y | +66.0% | -78.3% | +144.2% | +46.2% |
| All | +66.0% | -78.4% | +144.4% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling