-46.3%
VXX vs NVS
+10.8%
-57.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.4% |
| 7D | +2.0% | -14.3% | +16.2% | -3.6% |
| 30D | -7.1% | -10.0% | +2.9% | -9.9% |
| 3M | -28.6% | -10.9% | -17.7% | -31.5% |
| 6M | -44.0% | -12.0% | -32.0% | -45.8% |
| YTD | -31.7% | +2.5% | -34.2% | -28.3% |
| 1Y | -46.3% | +10.7% | -57.0% | -40.7% |
| All | -46.3% | +10.8% | -57.2% | -40.7% |
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