-49.9%
VXX vs NVS
+27.7%
-77.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | -0.4% |
| 7D | -3.5% | +4.0% | -7.5% | -1.7% |
| 30D | -13.6% | +3.6% | -17.2% | -12.1% |
| 3M | -24.6% | +7.8% | -32.4% | -20.8% |
| 6M | -39.9% | -0.2% | -39.7% | -39.1% |
| YTD | -33.1% | +19.6% | -52.6% | -25.8% |
| 1Y | -49.9% | +28.4% | -78.3% | -42.0% |
| All | -49.9% | +27.7% | -77.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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