+167.1%
NXT vs VXX
-89.7%
+256.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -0.4% |
| 7D | -2.6% | +7.2% | -9.7% | -0.8% |
| 30D | -22.4% | -5.8% | -16.6% | -23.5% |
| 3M | -27.3% | -29.0% | +1.7% | -32.6% |
| 6M | -28.5% | -44.0% | +15.5% | -36.1% |
| YTD | -6.6% | -28.7% | +22.1% | -10.5% |
| 1Y | +20.4% | -45.2% | +65.5% | +10.5% |
| 3Y | +90.9% | -77.8% | +168.7% | +69.5% |
| All | +167.1% | -89.7% | +256.8% | +102.3% |
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