+93.9%
NXT vs VXX
-78.4%
+172.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +0.8% |
| 7D | -1.9% | +2.0% | -3.9% | -1.3% |
| 30D | -20.0% | -7.1% | -12.9% | -21.4% |
| 3M | -30.7% | -28.6% | -2.1% | -35.8% |
| 6M | -29.0% | -44.0% | +15.0% | -36.7% |
| YTD | -4.8% | -31.7% | +26.9% | -9.9% |
| 1Y | +22.8% | -46.3% | +69.1% | +11.9% |
| 3Y | +93.9% | -78.3% | +172.2% | +71.2% |
| All | +93.9% | -78.4% | +172.3% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling