-28.6%
VXX vs NVD
-23.6%
-5.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.4% |
| 7D | +2.0% | +10.8% | -8.9% | -1.1% |
| 30D | -7.1% | +0.8% | -7.9% | -8.8% |
| 3M | -28.6% | -20.8% | -7.8% | -23.7% |
| All | -28.6% | -23.6% | -5.1% | -23.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling