+22.7%
NXT vs VXX
-51.1%
+73.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.5% |
| 7D | -1.1% | -3.5% | +2.4% | -2.7% |
| 30D | -15.3% | -13.6% | -1.7% | -20.7% |
| 3M | -43.8% | -24.6% | -19.2% | -49.3% |
| 6M | -18.7% | -39.9% | +21.2% | -30.8% |
| YTD | -3.0% | -33.1% | +30.1% | -12.4% |
| 1Y | +22.7% | -49.9% | +72.6% | +3.2% |
| All | +22.7% | -51.1% | +73.8% | +3.2% |
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