-78.3%
VXX vs VO
+55.8%
-134.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -1.6% |
| 7D | +2.0% | -1.5% | +3.5% | -3.1% |
| 30D | -7.1% | -3.0% | -4.1% | -16.3% |
| 3M | -28.6% | +2.8% | -31.5% | -20.3% |
| 6M | -44.0% | +10.9% | -54.9% | -15.2% |
| YTD | -31.7% | +12.5% | -44.2% | +11.3% |
| 1Y | -46.3% | +12.0% | -58.3% | -11.0% |
| 3Y | -78.3% | +56.3% | -134.5% | +33.7% |
| All | -78.3% | +55.8% | -134.1% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling