+31.0%
UL vs VXX
-99.0%
+130.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.3% |
| 7D | -3.4% | +2.0% | -5.4% | -3.2% |
| 30D | +0.5% | -7.1% | +7.6% | -0.1% |
| 3M | +7.2% | -28.6% | +35.9% | +4.6% |
| 6M | -3.1% | -44.0% | +40.9% | -6.9% |
| YTD | -2.7% | -31.7% | +29.0% | -4.8% |
| 1Y | -10.2% | -46.3% | +36.1% | -13.6% |
| 3Y | +20.3% | -78.3% | +98.5% | +11.8% |
| 5Y | +19.9% | -95.8% | +115.8% | -2.4% |
| All | +31.0% | -99.0% | +130.0% | +3.1% |
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