+1.0%
NVDA vs VXX
-51.0%
+52.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.5% | -6.5% |
| 7D | -7.1% | -4.1% | -3.0% | -8.0% |
| 30D | -16.2% | -0.8% | -15.4% | -15.7% |
| 3M | -5.5% | -19.8% | +14.3% | -11.2% |
| 6M | +1.1% | -40.5% | +41.6% | -12.5% |
| YTD | +7.6% | -35.5% | +43.1% | -1.0% |
| 1Y | +1.0% | -51.1% | +52.1% | -15.9% |
| All | +1.0% | -51.0% | +52.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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