-95.7%
VXX vs NTRS
+93.2%
-188.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.1% |
| 7D | +2.0% | +1.4% | +0.6% | +3.6% |
| 30D | -7.1% | -0.7% | -6.4% | -7.8% |
| 3M | -28.6% | +11.3% | -40.0% | -18.7% |
| 6M | -44.0% | +35.5% | -79.5% | -18.4% |
| YTD | -31.7% | +40.6% | -72.3% | +6.3% |
| 1Y | -46.3% | +49.2% | -95.6% | -8.6% |
| 3Y | -78.3% | +167.2% | -245.5% | -15.0% |
| All | -95.7% | +93.2% | -188.9% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling