+750.3%
NVT vs VXX
-99.3%
+849.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.3% | +8.9% | +3.4% |
| 7D | +4.1% | +2.0% | +2.1% | +4.8% |
| 30D | -5.1% | -7.1% | +2.0% | -7.0% |
| 3M | -1.2% | -28.6% | +27.5% | -9.2% |
| 6M | +46.6% | -44.0% | +90.6% | +27.8% |
| YTD | +60.0% | -31.7% | +91.7% | +50.2% |
| 1Y | +70.8% | -46.3% | +117.1% | +52.3% |
| 3Y | +187.5% | -78.3% | +265.8% | +142.8% |
| 5Y | +426.1% | -95.8% | +522.0% | +213.2% |
| All | +750.3% | -99.3% | +849.6% | +320.9% |
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