-98.9%
VXX vs VO
+124.4%
-223.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +0.8% |
| 7D | +7.2% | -2.5% | +9.6% | +0.4% |
| 30D | -5.8% | -3.2% | -2.6% | -13.4% |
| 3M | -29.0% | +3.9% | -32.9% | -20.5% |
| 6M | -44.0% | +9.6% | -53.6% | -25.5% |
| YTD | -28.7% | +11.6% | -40.3% | +1.7% |
| 1Y | -45.2% | +12.6% | -57.8% | -17.5% |
| 3Y | -77.8% | +55.4% | -133.2% | +4.0% |
| 5Y | -95.6% | +41.8% | -137.5% | -79.3% |
| All | -98.9% | +124.4% | -223.4% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling