+72.4%
UBER vs VXX
-99.1%
+171.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -2.6% |
| 7D | -5.4% | +2.0% | -7.4% | -4.8% |
| 30D | -4.9% | -7.1% | +2.2% | -6.9% |
| 3M | +3.0% | -28.6% | +31.7% | -6.7% |
| 6M | -4.4% | -44.0% | +39.6% | -18.5% |
| YTD | -12.3% | -31.7% | +19.4% | -19.4% |
| 1Y | -24.3% | -46.3% | +22.0% | -34.6% |
| 3Y | +46.4% | -78.3% | +124.7% | +13.7% |
| 5Y | +79.7% | -95.8% | +175.5% | -9.2% |
| All | +72.4% | -99.1% | +171.5% | -35.9% |
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