+157.7%
UNP vs VXX
-99.0%
+256.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -1.2% |
| 7D | -1.8% | +2.0% | -3.8% | -1.4% |
| 30D | -2.7% | -7.1% | +4.4% | -3.9% |
| 3M | +6.5% | -28.6% | +35.1% | +0.6% |
| 6M | +14.4% | -44.0% | +58.4% | +4.3% |
| YTD | +24.8% | -31.7% | +56.5% | +19.0% |
| 1Y | +34.4% | -46.3% | +80.8% | +23.7% |
| 3Y | +43.6% | -78.3% | +121.8% | +23.8% |
| 5Y | +53.2% | -95.8% | +149.0% | +2.3% |
| All | +157.7% | -99.0% | +256.7% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling