+20.6%
NXPI vs VXX
-95.6%
+116.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +3.1% |
| 7D | +3.9% | +2.0% | +1.9% | +4.6% |
| 30D | +1.4% | -7.1% | +8.5% | -0.8% |
| 3M | -21.5% | -28.6% | +7.1% | -28.6% |
| 6M | +19.4% | -44.0% | +63.4% | +2.3% |
| YTD | +9.9% | -31.7% | +41.7% | +2.2% |
| 1Y | +7.9% | -46.3% | +54.2% | -5.2% |
| 3Y | +22.7% | -78.3% | +100.9% | +0.7% |
| All | +20.6% | -95.6% | +116.2% | -34.1% |
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