-66.5%
U vs VXX
-95.6%
+29.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +2.7% |
| 7D | +5.5% | +2.0% | +3.5% | +6.5% |
| 30D | -1.3% | -7.1% | +5.8% | -4.1% |
| 3M | +64.6% | -28.6% | +93.2% | +44.7% |
| 6M | +119.4% | -44.0% | +163.3% | +77.5% |
| YTD | -0.5% | -31.7% | +31.3% | -9.7% |
| 1Y | +1.3% | -46.3% | +47.6% | -14.1% |
| 3Y | +15.6% | -78.3% | +93.9% | -11.7% |
| All | -66.5% | -95.6% | +29.2% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling