+479.7%
URI vs VXX
-99.0%
+578.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +1.0% |
| 7D | +2.5% | -3.0% | +5.5% | +1.6% |
| 30D | -12.5% | -11.5% | -1.1% | -15.7% |
| 3M | -6.2% | -27.3% | +21.2% | -14.4% |
| 6M | +25.9% | -49.6% | +75.4% | +4.3% |
| YTD | +26.2% | -32.0% | +58.2% | +16.4% |
| 1Y | +5.5% | -48.3% | +53.8% | -9.4% |
| 3Y | +125.0% | -78.9% | +203.8% | +78.0% |
| 5Y | +210.4% | -95.6% | +306.0% | +70.1% |
| All | +479.7% | -99.0% | +578.7% | +186.4% |
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