-3.1%
NVO vs VXX
-95.6%
+92.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -2.7% |
| 7D | -7.6% | +2.0% | -9.6% | -7.3% |
| 30D | -6.0% | -7.1% | +1.1% | -6.9% |
| 3M | -0.8% | -28.6% | +27.9% | -5.2% |
| 6M | +16.5% | -44.0% | +60.4% | +8.2% |
| YTD | -11.1% | -31.7% | +20.6% | -14.2% |
| 1Y | -16.7% | -46.3% | +29.6% | -21.5% |
| 3Y | -52.9% | -78.3% | +25.3% | -57.7% |
| All | -3.1% | -95.6% | +92.6% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling