-49.9%
VXX vs CBOE
+29.2%
-79.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.5% | -3.6% | +0.1% | -2.9% |
| 30D | -13.6% | +5.1% | -18.7% | -14.3% |
| 3M | -24.6% | +4.6% | -29.2% | -25.1% |
| 6M | -39.9% | -0.3% | -39.6% | -39.8% |
| YTD | -33.1% | +19.8% | -52.8% | -34.7% |
| 1Y | -49.9% | +28.4% | -78.3% | -51.4% |
| All | -49.9% | +29.2% | -79.1% | -51.4% |
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