+3.7%
U vs VXX
-51.1%
+54.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -0.8% |
| 7D | -3.8% | -3.5% | -0.3% | -5.2% |
| 30D | +17.5% | -13.6% | +31.1% | +10.5% |
| 3M | +38.7% | -24.6% | +63.3% | +24.7% |
| 6M | +104.4% | -39.9% | +144.3% | +73.7% |
| YTD | -5.7% | -33.1% | +27.4% | -12.0% |
| 1Y | +3.7% | -49.9% | +53.6% | -13.2% |
| All | +3.7% | -51.1% | +54.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 1y: compounded portfolio wealth divided by compounded VXX 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…
1y analysis · Full analysis span regression · 6 months rolling