-95.6%
VXX vs ROIV
+310.6%
-406.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +2.7% |
| 7D | +7.2% | +19.0% | -11.8% | +11.3% |
| 30D | -5.8% | +16.1% | -22.0% | -2.6% |
| 3M | -29.0% | +44.1% | -73.1% | -22.9% |
| 6M | -44.0% | +37.8% | -81.8% | -39.1% |
| YTD | -28.7% | +88.7% | -117.3% | -16.7% |
| 1Y | -45.2% | +197.3% | -242.5% | -29.7% |
| 3Y | -77.8% | +224.9% | -302.7% | -69.4% |
| 5Y | -95.6% | +311.0% | -406.7% | -92.8% |
| All | -95.6% | +310.6% | -406.3% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling