-49.9%
VXX vs ULTA
+6.6%
-56.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.9% |
| 7D | -3.5% | +9.0% | -12.5% | -1.1% |
| 30D | -13.6% | +4.6% | -18.2% | -12.4% |
| 3M | -24.6% | +22.0% | -46.6% | -19.5% |
| 6M | -39.9% | -14.7% | -25.2% | -43.5% |
| YTD | -33.1% | -6.8% | -26.3% | -34.9% |
| 1Y | -49.9% | +6.5% | -56.5% | -49.0% |
| All | -49.9% | +6.6% | -56.6% | -49.0% |
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