+62.1%
UAL vs VXX
-99.0%
+161.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -0.4% |
| 7D | -1.1% | +1.6% | -2.7% | -0.6% |
| 30D | -13.4% | -9.5% | -4.0% | -16.2% |
| 3M | -2.3% | -27.3% | +25.0% | -11.2% |
| 6M | +13.3% | -43.3% | +56.6% | -3.3% |
| YTD | -4.2% | -30.9% | +26.7% | -10.4% |
| 1Y | +1.4% | -47.2% | +48.6% | -11.5% |
| 3Y | +125.8% | -78.5% | +204.3% | +84.6% |
| 5Y | +130.0% | -95.6% | +225.6% | +30.4% |
| All | +62.1% | -99.0% | +161.1% | -21.7% |
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