-34.0%
VXX vs CBOE
+41.5%
-75.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +2.3% | +27.9% | +29.4% |
| 7D | +27.5% | +12.4% | +15.2% | +23.8% |
| 30D | +32.5% | +26.9% | +5.6% | +26.0% |
| 3M | +8.2% | +24.3% | -16.1% | +3.2% |
| 6M | -22.7% | +3.1% | -25.8% | -24.5% |
| YTD | -16.1% | +41.7% | -57.8% | -23.5% |
| 1Y | -34.0% | +41.5% | -75.5% | -39.5% |
| All | -34.0% | +41.5% | -75.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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