-4.4%
UBER vs VXX
-45.7%
+41.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.9% |
| 7D | -5.4% | +2.0% | -7.4% | -5.0% |
| 30D | -4.9% | -7.1% | +2.2% | -6.1% |
| 3M | +3.0% | -28.6% | +31.7% | -3.4% |
| 6M | -4.4% | -44.0% | +39.6% | -15.0% |
| All | -4.4% | -45.7% | +41.3% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling