-99.0%
VXX vs NIO
-38.5%
-60.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.4% | -3.7% |
| 7D | +2.0% | -2.9% | +4.9% | +1.4% |
| 30D | -7.1% | -18.7% | +11.6% | -10.8% |
| 3M | -28.6% | -29.4% | +0.8% | -33.4% |
| 6M | -44.0% | -32.5% | -11.4% | -47.4% |
| YTD | -31.7% | -27.6% | -4.1% | -34.6% |
| 1Y | -46.3% | -39.2% | -7.1% | -49.7% |
| 3Y | -78.3% | -64.3% | -14.0% | -79.2% |
| 5Y | -95.8% | -90.3% | -5.5% | -96.3% |
| All | -99.0% | -38.5% | -60.5% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling