-99.0%
VXX vs UDR
+30.8%
-129.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -3.5% | +5.4% | -1.8% |
| 30D | -7.1% | -5.3% | -1.8% | -12.5% |
| 3M | -28.6% | -9.5% | -19.1% | -36.4% |
| 6M | -44.0% | -0.7% | -43.3% | -44.1% |
| YTD | -31.7% | -1.2% | -30.6% | -31.9% |
| 1Y | -46.3% | -5.7% | -40.6% | -48.8% |
| 3Y | -78.3% | +3.7% | -82.0% | -73.6% |
| 5Y | -95.8% | -18.9% | -76.9% | -95.6% |
| All | -99.0% | +30.8% | -129.8% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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