+204.5%
URI vs VXX
-94.2%
+298.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -0.7% |
| 7D | +6.7% | -14.7% | +21.4% | +2.9% |
| 30D | +8.9% | +8.9% | 0.0% | +13.7% |
| 3M | +0.5% | -4.5% | +5.1% | +1.7% |
| 6M | +20.7% | -34.0% | +54.6% | +11.4% |
| YTD | +40.0% | -29.2% | +69.3% | +35.3% |
| 1Y | +34.4% | -46.8% | +81.2% | +20.8% |
| 3Y | +149.5% | -76.2% | +225.7% | +113.0% |
| All | +204.5% | -94.2% | +298.7% | +89.2% |
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