-78.3%
VXX vs NTRS
+168.2%
-246.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -2.9% |
| 7D | +2.0% | +1.4% | +0.6% | +3.9% |
| 30D | -7.1% | -0.7% | -6.4% | -7.9% |
| 3M | -28.6% | +11.3% | -40.0% | -16.7% |
| 6M | -44.0% | +35.5% | -79.5% | -11.9% |
| YTD | -31.7% | +40.6% | -72.3% | +16.2% |
| 1Y | -46.3% | +49.2% | -95.6% | +1.8% |
| 3Y | -78.3% | +167.2% | -245.5% | +12.7% |
| All | -78.3% | +168.2% | -246.4% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling