-78.3%
VXX vs UDR
+3.3%
-81.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -3.5% | +5.4% | -1.9% |
| 30D | -7.1% | -5.3% | -1.8% | -12.6% |
| 3M | -28.6% | -9.5% | -19.1% | -36.6% |
| 6M | -44.0% | -0.7% | -43.3% | -43.6% |
| YTD | -31.7% | -1.2% | -30.6% | -31.2% |
| 1Y | -46.3% | -5.7% | -40.6% | -48.9% |
| 3Y | -78.3% | +3.7% | -82.0% | -77.8% |
| All | -78.3% | +3.3% | -81.6% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling