-37.3%
VXX vs NLY
-1.3%
-36.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.6% |
| 7D | +14.3% | +2.9% | +11.4% | +17.9% |
| 30D | +29.9% | +4.6% | +25.3% | +36.0% |
| 3M | +8.5% | -14.1% | +22.6% | -7.1% |
| 6M | -21.8% | -10.7% | -11.1% | -29.9% |
| YTD | -17.1% | -7.0% | -10.1% | -20.2% |
| 1Y | -37.3% | -0.7% | -36.6% | -36.3% |
| All | -37.3% | -1.3% | -36.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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