-35.7%
U vs VXX
-98.8%
+63.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +2.8% |
| 7D | +5.5% | +2.0% | +3.5% | +6.5% |
| 30D | -1.3% | -7.1% | +5.8% | -3.9% |
| 3M | +64.6% | -28.6% | +93.2% | +45.8% |
| 6M | +119.4% | -44.0% | +163.3% | +79.7% |
| YTD | -0.5% | -31.7% | +31.3% | -9.2% |
| 1Y | +1.3% | -46.3% | +47.6% | -13.2% |
| 3Y | +15.6% | -78.3% | +93.9% | -8.6% |
| 5Y | -67.5% | -95.8% | +28.4% | -83.6% |
| All | -35.7% | -98.8% | +63.1% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling