-37.3%
VXX vs NTRS
+37.5%
-74.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -0.1% |
| 7D | +14.3% | +2.1% | +12.1% | +17.9% |
| 30D | +29.9% | +2.7% | +27.2% | +35.2% |
| 3M | +8.5% | -5.7% | +14.2% | +3.8% |
| 6M | -21.8% | +6.8% | -28.6% | -12.6% |
| YTD | -17.1% | +28.4% | -45.5% | +24.5% |
| 1Y | -37.3% | +37.5% | -74.8% | +5.4% |
| All | -37.3% | +37.5% | -74.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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