-95.7%
VXX vs CBOE
+136.7%
-232.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -4.4% |
| 7D | +2.0% | -5.8% | +7.8% | +1.6% |
| 30D | -7.1% | -3.1% | -3.9% | -7.2% |
| 3M | -28.6% | -4.8% | -23.9% | -28.9% |
| 6M | -44.0% | -0.6% | -43.4% | -43.6% |
| YTD | -31.7% | +12.8% | -44.5% | -29.8% |
| 1Y | -46.3% | +19.8% | -66.1% | -44.2% |
| 3Y | -78.3% | +86.9% | -165.2% | -71.0% |
| All | -95.7% | +136.7% | -232.3% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling