-95.7%
VXX vs NWSA
+40.0%
-135.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.1% |
| 7D | +2.0% | -2.8% | +4.8% | -0.9% |
| 30D | -7.1% | +3.0% | -10.1% | -4.0% |
| 3M | -28.6% | +12.3% | -40.9% | -19.7% |
| 6M | -44.0% | +21.9% | -65.8% | -30.4% |
| YTD | -31.7% | +13.6% | -45.3% | -21.5% |
| 1Y | -46.3% | +0.5% | -46.8% | -45.7% |
| 3Y | -78.3% | +43.8% | -122.0% | -62.1% |
| All | -95.7% | +40.0% | -135.7% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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