-99.0%
VXX vs NTRA
+2,740.5%
-2,839.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -3.9% |
| 7D | +2.0% | +0.2% | +1.7% | +2.1% |
| 30D | -7.1% | +4.1% | -11.2% | -5.2% |
| 3M | -28.6% | +50.0% | -78.7% | -13.6% |
| 6M | -44.0% | +67.3% | -111.3% | -26.8% |
| YTD | -31.7% | +43.6% | -75.3% | -15.6% |
| 1Y | -46.3% | +89.2% | -135.6% | -24.2% |
| 3Y | -78.3% | +502.5% | -580.8% | -41.7% |
| 5Y | -95.8% | +173.8% | -269.6% | -90.3% |
| All | -99.0% | +2,740.5% | -2,839.5% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling