-16.3%
UNH vs VXX
-78.4%
+62.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -2.5% |
| 7D | -4.5% | +2.0% | -6.5% | -4.5% |
| 30D | -6.5% | -7.1% | +0.6% | -6.8% |
| 3M | -6.0% | -28.6% | +22.6% | -7.2% |
| 6M | +33.7% | -44.0% | +77.6% | +30.9% |
| YTD | +16.4% | -31.7% | +48.1% | +15.0% |
| 1Y | +10.1% | -46.3% | +56.4% | +8.1% |
| 3Y | -16.3% | -78.3% | +62.0% | -17.9% |
| All | -16.3% | -78.4% | +62.1% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling