-95.7%
VXX vs NVS
+92.9%
-188.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.4% |
| 7D | +2.0% | -14.3% | +16.2% | -7.5% |
| 30D | -7.1% | -10.0% | +2.9% | -12.6% |
| 3M | -28.6% | -10.9% | -17.7% | -33.6% |
| 6M | -44.0% | -12.0% | -32.0% | -47.6% |
| YTD | -31.7% | +2.5% | -34.2% | -27.9% |
| 1Y | -46.3% | +10.7% | -57.0% | -39.4% |
| 3Y | -78.3% | +53.3% | -131.6% | -66.6% |
| All | -95.7% | +92.9% | -188.6% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling