-10.8%
NVTS vs VXX
-51.0%
+40.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -9.6% | +18.6% | +0.3% |
| 7D | -0.3% | -4.1% | +3.8% | -2.4% |
| 30D | -24.4% | -0.8% | -23.6% | -22.4% |
| 3M | -26.5% | -19.8% | -6.7% | -36.6% |
| 6M | -41.4% | -40.5% | -0.9% | -58.7% |
| YTD | +30.7% | -35.5% | +66.2% | +14.2% |
| 1Y | -10.8% | -51.1% | +40.3% | -40.2% |
| All | -10.8% | -51.0% | +40.2% | -40.2% |
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