+158.9%
UNP vs VXX
-98.9%
+257.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.9% |
| 7D | -1.2% | +7.2% | -8.3% | +0.1% |
| 30D | -2.0% | -5.8% | +3.9% | -2.9% |
| 3M | +7.5% | -29.0% | +36.5% | +1.5% |
| 6M | +15.3% | -44.0% | +59.3% | +5.2% |
| YTD | +25.4% | -28.7% | +54.1% | +20.5% |
| 1Y | +35.6% | -45.2% | +80.8% | +25.3% |
| 3Y | +44.1% | -77.8% | +122.0% | +24.7% |
| 5Y | +54.0% | -95.6% | +149.6% | +3.6% |
| All | +158.9% | -98.9% | +257.9% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling