-38.4%
U vs VXX
-98.8%
+60.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | +0.1% |
| 7D | 0.0% | +7.2% | -7.2% | +2.8% |
| 30D | -4.1% | -5.8% | +1.7% | -6.2% |
| 3M | +57.8% | -29.0% | +86.8% | +39.4% |
| 6M | +103.5% | -44.0% | +147.5% | +66.5% |
| YTD | -4.8% | -28.7% | +23.9% | -11.6% |
| 1Y | -2.4% | -45.2% | +42.8% | -15.7% |
| 3Y | +11.7% | -77.8% | +89.5% | -11.2% |
| 5Y | -68.9% | -95.6% | +26.8% | -84.1% |
| All | -38.4% | -98.8% | +60.3% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling