+34.4%
NVDA vs VXX
-51.1%
+85.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +1.0% |
| 7D | +5.9% | -3.5% | +9.4% | +4.8% |
| 30D | +5.1% | -13.6% | +18.7% | +0.6% |
| 3M | +5.4% | -24.6% | +29.9% | -2.1% |
| 6M | +26.0% | -39.9% | +65.9% | +11.6% |
| YTD | +23.7% | -33.1% | +56.7% | +14.1% |
| 1Y | +34.4% | -49.9% | +84.3% | +21.2% |
| All | +34.4% | -51.1% | +85.5% | +21.2% |
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