+18.9%
UL vs VXX
-95.6%
+114.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.4% |
| 7D | -3.4% | +2.0% | -5.4% | -3.3% |
| 30D | +0.5% | -7.1% | +7.6% | +0.2% |
| 3M | +7.2% | -28.6% | +35.9% | +5.7% |
| 6M | -3.1% | -44.0% | +40.9% | -5.3% |
| YTD | -2.7% | -31.7% | +29.0% | -4.0% |
| 1Y | -10.2% | -46.3% | +36.1% | -12.2% |
| 3Y | +20.3% | -78.3% | +98.5% | +14.6% |
| All | +18.9% | -95.6% | +114.5% | +1.2% |
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