-51.1%
VXX vs NVD
-27.4%
-23.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.5% | -16.1% | -12.0% |
| 7D | -4.1% | +15.0% | -19.1% | -9.2% |
| 30D | -0.8% | +39.3% | -40.1% | -12.6% |
| 3M | -19.8% | +3.1% | -22.9% | -22.3% |
| 6M | -40.5% | -19.0% | -21.5% | -37.6% |
| YTD | -35.5% | -35.5% | 0.0% | -23.6% |
| 1Y | -51.1% | -30.2% | -20.9% | -45.4% |
| All | -51.1% | -27.4% | -23.8% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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