-12.7%
NVO vs VXX
-36.4%
+23.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +30.1% | -34.6% | +1.4% |
| 7D | +3.0% | +27.5% | -24.5% | +8.9% |
| 30D | +7.4% | +32.5% | -25.2% | +14.8% |
| 3M | -8.3% | +8.2% | -16.6% | -6.2% |
| 6M | -9.0% | -22.7% | +13.6% | -14.2% |
| YTD | -16.8% | -16.1% | -0.7% | -15.6% |
| 1Y | -12.7% | -34.0% | +21.4% | -15.6% |
| All | -12.7% | -36.4% | +23.7% | -15.6% |
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