+464.8%
URI vs VXX
-99.0%
+563.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -1.3% |
| 7D | -2.1% | +2.0% | -4.0% | -1.4% |
| 30D | -12.4% | -7.1% | -5.3% | -14.3% |
| 3M | -7.3% | -28.6% | +21.4% | -15.9% |
| 6M | +27.2% | -44.0% | +71.2% | +8.7% |
| YTD | +23.0% | -31.7% | +54.7% | +13.7% |
| 1Y | +3.9% | -46.3% | +50.3% | -9.6% |
| 3Y | +121.6% | -78.3% | +199.9% | +77.2% |
| 5Y | +201.1% | -95.8% | +296.9% | +61.8% |
| All | +464.8% | -99.0% | +563.8% | +179.6% |
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