-78.3%
VXX vs UEC
+122.3%
-200.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.9% | -5.8% |
| 7D | +2.0% | -9.4% | +11.4% | -0.9% |
| 30D | -7.1% | -8.0% | +0.9% | -8.7% |
| 3M | -28.6% | -1.7% | -26.9% | -27.6% |
| 6M | -44.0% | -26.1% | -17.8% | -45.4% |
| YTD | -31.7% | -10.5% | -21.2% | -27.8% |
| 1Y | -46.3% | -13.3% | -33.1% | -41.9% |
| 3Y | -78.3% | +116.4% | -194.6% | -57.2% |
| All | -78.3% | +122.3% | -200.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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