+144.1%
UMC vs VXX
-95.6%
+239.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.6% | +1.5% |
| 7D | +9.0% | +2.0% | +7.0% | +9.5% |
| 30D | +17.2% | -7.1% | +24.3% | +15.5% |
| 3M | +11.4% | -28.6% | +40.0% | +5.0% |
| 6M | +137.5% | -44.0% | +181.5% | +116.2% |
| YTD | +193.1% | -31.7% | +224.8% | +178.8% |
| 1Y | +240.3% | -46.3% | +286.6% | +212.0% |
| 3Y | +262.2% | -78.3% | +340.5% | +212.7% |
| All | +144.1% | -95.6% | +239.8% | +51.4% |
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