-46.3%
VXX vs NLY
+12.5%
-58.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.8% |
| 7D | +2.0% | -4.0% | +6.0% | -2.6% |
| 30D | -7.1% | -5.2% | -1.9% | -12.5% |
| 3M | -28.6% | +2.8% | -31.5% | -25.4% |
| 6M | -44.0% | +4.2% | -48.2% | -38.3% |
| YTD | -31.7% | +4.7% | -36.4% | -24.1% |
| 1Y | -46.3% | +12.7% | -59.1% | -29.2% |
| All | -46.3% | +12.5% | -58.9% | -29.2% |
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