-51.1%
VXX vs ULTA
+27.7%
-78.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.1% | -13.7% | -8.5% |
| 7D | -4.1% | +6.7% | -10.8% | -2.2% |
| 30D | -0.8% | +21.7% | -22.6% | +4.8% |
| 3M | -19.8% | +21.5% | -41.3% | -15.1% |
| 6M | -40.5% | +27.5% | -68.0% | -36.3% |
| YTD | -35.5% | +9.2% | -44.8% | -34.8% |
| 1Y | -51.1% | +27.9% | -79.0% | -46.3% |
| All | -51.1% | +27.7% | -78.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling