+201.0%
URI vs VXX
-95.3%
+296.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.2% | -7.0% | -3.0% |
| 7D | -0.5% | +7.2% | -7.6% | +1.4% |
| 30D | -13.4% | -5.8% | -7.5% | -14.6% |
| 3M | -6.2% | -29.0% | +22.8% | -13.9% |
| 6M | +28.0% | -44.0% | +72.0% | +11.8% |
| YTD | +23.0% | -28.7% | +51.6% | +16.4% |
| 1Y | +5.5% | -45.2% | +50.7% | -5.8% |
| 3Y | +119.2% | -77.8% | +197.0% | +82.3% |
| 5Y | +201.0% | -95.6% | +296.7% | +72.1% |
| All | +201.0% | -95.3% | +296.4% | +72.1% |
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