+75.5%
UMC vs VXX
-36.4%
+111.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +30.1% | -46.8% | -6.4% |
| 7D | -25.8% | +27.5% | -53.3% | -16.7% |
| 30D | -42.3% | +32.5% | -74.8% | -34.2% |
| 3M | -30.6% | +8.2% | -38.9% | -24.8% |
| 6M | -2.8% | -22.7% | +19.9% | +0.8% |
| YTD | +73.2% | -16.1% | +89.4% | +73.7% |
| 1Y | +75.5% | -34.0% | +109.5% | +65.5% |
| All | +75.5% | -36.4% | +111.8% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling