-78.3%
VXX vs ULTA
+31.2%
-109.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -3.1% |
| 7D | +2.0% | -3.1% | +5.0% | +0.2% |
| 30D | -7.1% | +2.8% | -9.9% | -5.2% |
| 3M | -28.6% | +14.8% | -43.4% | -21.9% |
| 6M | -44.0% | -16.2% | -27.8% | -49.6% |
| YTD | -31.7% | -9.6% | -22.1% | -34.9% |
| 1Y | -46.3% | +4.8% | -51.1% | -42.5% |
| 3Y | -78.3% | +30.7% | -109.0% | -63.6% |
| All | -78.3% | +31.2% | -109.5% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling