-17.1%
NVDL vs VXX
-51.1%
+34.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.6% | +3.6% | -12.7% |
| 7D | -14.0% | -4.1% | -9.9% | -15.9% |
| 30D | -31.2% | -0.8% | -30.4% | -30.3% |
| 3M | -15.5% | -19.8% | +4.3% | -25.1% |
| 6M | -10.3% | -40.5% | +30.2% | -31.8% |
| YTD | -5.8% | -35.5% | +29.8% | -17.6% |
| All | -17.1% | -51.1% | +34.0% | -39.1% |
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 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