-46.3%
VXX vs NTRA
+92.9%
-139.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -4.0% |
| 7D | +2.0% | +0.2% | +1.7% | +2.1% |
| 30D | -7.1% | +4.1% | -11.2% | -5.6% |
| 3M | -28.6% | +50.0% | -78.7% | -15.1% |
| 6M | -44.0% | +67.3% | -111.3% | -26.3% |
| YTD | -31.7% | +43.6% | -75.3% | -13.9% |
| 1Y | -46.3% | +89.2% | -135.6% | -18.4% |
| All | -46.3% | +92.9% | -139.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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