-99.0%
VXX vs VO
+126.2%
-225.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -2.2% |
| 7D | +2.0% | -1.5% | +3.5% | -1.9% |
| 30D | -7.1% | -3.0% | -4.1% | -14.1% |
| 3M | -28.6% | +2.8% | -31.5% | -22.3% |
| 6M | -44.0% | +10.9% | -54.9% | -23.1% |
| YTD | -31.7% | +12.5% | -44.2% | -0.6% |
| 1Y | -46.3% | +12.0% | -58.3% | -20.4% |
| 3Y | -78.3% | +56.3% | -134.5% | +3.6% |
| 5Y | -95.8% | +42.9% | -138.8% | -79.8% |
| All | -99.0% | +126.2% | -225.2% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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