-99.0%
VXX vs NVS
+128.7%
-227.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.6% |
| 7D | +2.0% | -14.3% | +16.2% | -15.4% |
| 30D | -7.1% | -10.0% | +2.9% | -18.1% |
| 3M | -28.6% | -10.9% | -17.7% | -38.4% |
| 6M | -44.0% | -12.0% | -32.0% | -51.5% |
| YTD | -31.7% | +2.5% | -34.2% | -26.8% |
| 1Y | -46.3% | +10.7% | -57.0% | -35.6% |
| 3Y | -78.3% | +53.3% | -131.6% | -55.7% |
| 5Y | -95.8% | +93.6% | -189.4% | -86.4% |
| All | -99.0% | +128.7% | -227.7% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling