-49.9%
VXX vs NIO
-37.4%
-12.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.2% |
| 7D | -3.5% | -13.0% | +9.6% | -6.8% |
| 30D | -13.6% | -18.3% | +4.7% | -17.8% |
| 3M | -24.6% | -33.2% | +8.6% | -31.9% |
| 6M | -39.9% | -21.5% | -18.4% | -41.9% |
| YTD | -33.1% | -25.5% | -7.6% | -36.1% |
| 1Y | -49.9% | -38.0% | -11.9% | -57.2% |
| All | -49.9% | -37.4% | -12.5% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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