+70.9%
NVT vs VXX
-51.1%
+122.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.8% |
| 7D | +5.1% | -3.5% | +8.6% | +3.9% |
| 30D | -3.7% | -13.6% | +9.9% | -8.5% |
| 3M | -10.1% | -24.6% | +14.4% | -17.3% |
| 6M | +37.5% | -39.9% | +77.3% | +20.0% |
| YTD | +53.7% | -33.1% | +86.8% | +39.8% |
| 1Y | +70.9% | -49.9% | +120.8% | +47.6% |
| All | +70.9% | -51.1% | +122.0% | +47.6% |
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