-95.7%
VXX vs ULTA
+44.7%
-140.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -2.9% |
| 7D | +2.0% | -3.1% | +5.0% | 0.0% |
| 30D | -7.1% | +2.8% | -9.9% | -5.0% |
| 3M | -28.6% | +14.8% | -43.4% | -21.2% |
| 6M | -44.0% | -16.2% | -27.8% | -50.0% |
| YTD | -31.7% | -9.6% | -22.1% | -35.1% |
| 1Y | -46.3% | +4.8% | -51.1% | -42.4% |
| 3Y | -78.3% | +30.7% | -109.0% | -66.0% |
| All | -95.7% | +44.7% | -140.3% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling