+144.9%
UAL vs VXX
-95.6%
+240.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +1.6% |
| 7D | -1.4% | +2.0% | -3.4% | -0.6% |
| 30D | -12.2% | -7.1% | -5.1% | -14.3% |
| 3M | -2.5% | -28.6% | +26.2% | -12.4% |
| 6M | +21.1% | -44.0% | +65.1% | +2.6% |
| YTD | -1.8% | -31.7% | +29.9% | -8.8% |
| 1Y | +0.4% | -46.3% | +46.8% | -12.1% |
| 3Y | +130.3% | -78.3% | +208.5% | +86.7% |
| All | +144.9% | -95.6% | +240.6% | +33.3% |
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 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