+354.1%
NUE vs VXX
-99.0%
+453.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.8% | +0.5% |
| 7D | -0.6% | +2.0% | -2.6% | -0.1% |
| 30D | -4.6% | -7.1% | +2.5% | -6.1% |
| 3M | -0.3% | -28.6% | +28.3% | -7.5% |
| 6M | +51.9% | -44.0% | +95.9% | +34.8% |
| YTD | +60.0% | -31.7% | +91.7% | +50.5% |
| 1Y | +82.9% | -46.3% | +129.2% | +64.6% |
| 3Y | +66.0% | -78.3% | +144.2% | +39.3% |
| 5Y | +149.0% | -95.8% | +244.8% | +54.7% |
| All | +354.1% | -99.0% | +453.1% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling