-69.0%
VXX vs UMAC
+473.8%
-542.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -4.5% |
| 7D | +2.0% | -3.4% | +5.4% | +1.7% |
| 30D | -7.1% | -15.1% | +8.0% | -7.9% |
| 3M | -28.6% | -10.8% | -17.9% | -28.0% |
| 6M | -44.0% | +15.7% | -59.7% | -40.2% |
| YTD | -31.7% | +80.1% | -111.9% | -23.2% |
| 1Y | -46.3% | +116.7% | -163.1% | -37.3% |
| All | -69.0% | +473.8% | -542.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 all: compounded portfolio wealth divided by compounded UMAC 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…
all analysis · Full analysis span regression · 6 months rolling