-98.3%
VXX vs ROIV
+288.8%
-387.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.4% |
| 7D | +2.0% | +16.9% | -14.9% | +5.6% |
| 30D | -7.1% | +12.9% | -20.0% | -4.4% |
| 3M | -28.6% | +37.3% | -65.9% | -23.2% |
| 6M | -44.0% | +38.0% | -82.0% | -39.0% |
| YTD | -31.7% | +88.1% | -119.8% | -20.1% |
| 1Y | -46.3% | +183.3% | -229.6% | -31.6% |
| 3Y | -78.3% | +254.6% | -332.9% | -69.6% |
| 5Y | -95.8% | +309.8% | -405.7% | -93.7% |
| All | -98.3% | +288.8% | -387.1% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling