-81.9%
VXX vs NVD
-99.1%
+17.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | -1.8% |
| 7D | +2.9% | +18.3% | -15.5% | -3.8% |
| 30D | -5.8% | +9.0% | -14.8% | -10.1% |
| 3M | -24.7% | -15.1% | -9.5% | -21.7% |
| 6M | -48.1% | -40.9% | -7.1% | -38.8% |
| YTD | -31.1% | -40.4% | +9.3% | -19.6% |
| 1Y | -45.9% | -50.7% | +4.8% | -33.6% |
| 3Y | -77.1% | -99.1% | +22.0% | -0.3% |
| All | -81.9% | -99.1% | +17.2% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling