In a bowl, whisk together the softened cream cheese and sugar until smooth. Add the egg and vanilla extract, then whisk again until fully combined. Set aside.
In a separate bowl, whisk together the flour, cocoa powder, and salt. Set aside.
In another bowl, whisk together the melted butter and sugar. Add the eggs, vanilla extract, vinegar, and red food coloring. Mix until smooth.
Gently fold in the dry ingredients until just combined.
Line a baking pan with parchment paper. Pour most of the red velvet batter into the pan, reserving a small amount for the top.
Spoon the cheesecake mixture over the batter in several sections. Fill the empty spaces with the remaining red velvet batter.
Using a butter knife, gently swirl the batters together in figure-8 motions to create a marbled effect.
Bake in a preheated oven at 350°Ffor 35–40 minutes, or until the center is set with a slight jiggle.
Let cool completely before slicing for clean layers. Enjoy!