+3,644.5%
NVDA vs VXX
-99.0%
+3,743.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -1.6% |
| 7D | -5.1% | +2.0% | -7.1% | -4.4% |
| 30D | -2.5% | -7.1% | +4.6% | -4.8% |
| 3M | +6.7% | -28.6% | +35.3% | -4.5% |
| 6M | +17.6% | -44.0% | +61.6% | -1.9% |
| YTD | +17.3% | -31.7% | +49.1% | +7.5% |
| 1Y | +23.5% | -46.3% | +69.9% | +5.5% |
| 3Y | +384.6% | -78.3% | +462.9% | +289.8% |
| 5Y | +875.4% | -95.8% | +971.2% | +423.8% |
| All | +3,644.5% | -99.0% | +3,743.5% | +1,836.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling