+207.2%
UMC vs VXX
-51.1%
+258.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.7% |
| 7D | +5.0% | -3.5% | +8.4% | +4.0% |
| 30D | +7.7% | -13.6% | +21.3% | +3.6% |
| 3M | +1.7% | -24.6% | +26.3% | -4.4% |
| 6M | +113.9% | -39.9% | +153.8% | +95.0% |
| YTD | +168.9% | -33.1% | +202.0% | +146.9% |
| 1Y | +207.2% | -49.9% | +257.1% | +169.2% |
| All | +207.2% | -51.1% | +258.3% | +169.2% |
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 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