-95.7%
VXX vs NTRA
+182.5%
-278.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +2.4% |
| 7D | +2.9% | +4.1% | -1.3% | +4.5% |
| 30D | -5.8% | +10.3% | -16.1% | -2.0% |
| 3M | -24.7% | +61.2% | -85.8% | -8.0% |
| 6M | -48.1% | +81.9% | -130.0% | -31.7% |
| YTD | -31.1% | +49.2% | -80.3% | -15.2% |
| 1Y | -45.9% | +102.8% | -148.7% | -24.0% |
| 3Y | -77.1% | +549.7% | -626.8% | -47.3% |
| 5Y | -95.7% | +184.7% | -280.4% | -91.9% |
| All | -95.7% | +182.5% | -278.2% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling