-99.0%
VXX vs NIO
-38.3%
-60.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.2% |
| 7D | +1.6% | -4.1% | +5.7% | +0.7% |
| 30D | -9.5% | -23.2% | +13.8% | -14.2% |
| 3M | -27.3% | -29.9% | +2.6% | -32.2% |
| 6M | -43.3% | -25.1% | -18.2% | -45.7% |
| YTD | -30.9% | -27.5% | -3.4% | -33.8% |
| 1Y | -47.2% | -41.1% | -6.1% | -50.7% |
| 3Y | -78.5% | -63.1% | -15.4% | -79.4% |
| 5Y | -95.6% | -90.4% | -5.2% | -96.1% |
| All | -99.0% | -38.3% | -60.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling