-99.0%
VXX vs CBOE
+130.2%
-229.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -5.5% |
| 7D | +2.0% | -5.8% | +7.8% | -1.2% |
| 30D | -7.1% | -3.1% | -3.9% | -8.6% |
| 3M | -28.6% | -4.8% | -23.9% | -30.6% |
| 6M | -44.0% | -0.6% | -43.4% | -43.7% |
| YTD | -31.7% | +12.8% | -44.5% | -25.6% |
| 1Y | -46.3% | +19.8% | -66.1% | -39.2% |
| 3Y | -78.3% | +86.9% | -165.2% | -65.6% |
| 5Y | -95.8% | +136.5% | -232.4% | -91.0% |
| All | -99.0% | +130.2% | -229.1% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling