-95.7%
VXX vs NVMI
+261.9%
-357.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.3% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -7.1% | -8.4% | +1.3% | -11.8% |
| 3M | -28.6% | -33.6% | +4.9% | -43.4% |
| 6M | -44.0% | -14.7% | -29.3% | -45.1% |
| YTD | -31.7% | +13.2% | -45.0% | -15.9% |
| 1Y | -46.3% | +29.0% | -75.4% | -24.4% |
| 3Y | -78.3% | +215.0% | -293.2% | -19.4% |
| All | -95.7% | +261.9% | -357.6% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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