-99.0%
VXX vs NVMI
+1,237.4%
-1,336.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.0% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -7.1% | -8.4% | +1.3% | -13.1% |
| 3M | -28.6% | -33.6% | +4.9% | -47.2% |
| 6M | -44.0% | -14.7% | -29.3% | -46.4% |
| YTD | -31.7% | +13.2% | -45.0% | -13.4% |
| 1Y | -46.3% | +29.0% | -75.4% | -20.0% |
| 3Y | -78.3% | +215.0% | -293.2% | +11.3% |
| 5Y | -95.8% | +268.6% | -364.4% | -67.6% |
| All | -99.0% | +1,237.4% | -1,336.4% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling