+54.5%
USAR vs VXX
-81.2%
+135.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -3.7% |
| 7D | -11.6% | +2.0% | -13.6% | -11.3% |
| 30D | -15.5% | -7.1% | -8.4% | -16.4% |
| 3M | -31.0% | -28.6% | -2.4% | -34.2% |
| 6M | -26.2% | -44.0% | +17.8% | -31.0% |
| YTD | +30.8% | -31.7% | +62.5% | +25.5% |
| 1Y | +7.1% | -46.3% | +53.4% | +1.0% |
| 3Y | +53.0% | -78.3% | +131.3% | +42.7% |
| All | +54.5% | -81.2% | +135.7% | +44.1% |
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 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