-9.1%
NVTS vs VXX
-94.9%
+85.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +2.0% |
| 7D | -1.4% | +2.0% | -3.4% | -0.2% |
| 30D | -16.5% | -7.1% | -9.4% | -19.3% |
| 3M | -47.6% | -28.6% | -19.0% | -55.0% |
| 6M | +7.3% | -44.0% | +51.3% | -15.0% |
| YTD | +62.9% | -31.7% | +94.6% | +50.1% |
| 1Y | +91.3% | -46.3% | +137.6% | +61.9% |
| 3Y | +43.4% | -78.3% | +121.7% | +18.8% |
| All | -9.1% | -94.9% | +85.8% | -55.6% |
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 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