-95.7%
VXX vs NLY
+25.6%
-121.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.8% |
| 7D | +2.0% | -4.0% | +6.0% | -2.7% |
| 30D | -7.1% | -5.2% | -1.9% | -12.6% |
| 3M | -28.6% | +2.8% | -31.5% | -25.7% |
| 6M | -44.0% | +4.2% | -48.2% | -39.3% |
| YTD | -31.7% | +4.7% | -36.4% | -25.3% |
| 1Y | -46.3% | +12.7% | -59.1% | -35.1% |
| 3Y | -78.3% | +62.5% | -140.8% | -53.6% |
| All | -95.7% | +25.6% | -121.3% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling