-95.7%
VXX vs NTR
+45.7%
-141.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.4% |
| 7D | +2.0% | -1.3% | +3.3% | +1.5% |
| 30D | -7.1% | +16.8% | -23.9% | -1.3% |
| 3M | -28.6% | +20.7% | -49.4% | -23.0% |
| 6M | -44.0% | +0.5% | -44.5% | -44.0% |
| YTD | -31.7% | +29.2% | -60.9% | -23.2% |
| 1Y | -46.3% | +39.6% | -85.9% | -36.7% |
| 3Y | -78.3% | +37.9% | -116.1% | -72.6% |
| All | -95.7% | +45.7% | -141.4% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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