+66.2%
UAL vs VXX
-99.0%
+165.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +1.7% |
| 7D | -1.4% | +2.0% | -3.4% | -0.6% |
| 30D | -12.2% | -7.1% | -5.1% | -14.2% |
| 3M | -2.5% | -28.6% | +26.2% | -12.2% |
| 6M | +21.1% | -44.0% | +65.1% | +2.9% |
| YTD | -1.8% | -31.7% | +29.9% | -8.5% |
| 1Y | +0.4% | -46.3% | +46.8% | -11.8% |
| 3Y | +130.3% | -78.3% | +208.5% | +89.2% |
| 5Y | +147.7% | -95.8% | +243.5% | +38.1% |
| All | +66.2% | -99.0% | +165.2% | -20.0% |
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