-98.3%
VXX vs ROIV
+295.0%
-393.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +18.8% | -17.2% | +5.4% |
| 7D | -3.0% | +20.2% | -23.2% | +1.0% |
| 30D | -11.5% | +14.1% | -25.6% | -8.7% |
| 3M | -27.3% | +45.6% | -72.9% | -20.8% |
| 6M | -49.6% | +44.1% | -93.7% | -44.6% |
| YTD | -32.0% | +91.2% | -123.2% | -20.2% |
| 1Y | -48.3% | +221.3% | -269.6% | -32.4% |
| 3Y | -78.9% | +229.2% | -308.1% | -70.7% |
| 5Y | -95.6% | +316.5% | -412.1% | -93.3% |
| All | -98.3% | +295.0% | -393.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling