-78.3%
VXX vs UPRO
+220.4%
-298.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -1.3% |
| 7D | +2.0% | -2.5% | +4.5% | -1.0% |
| 30D | -7.1% | -4.2% | -2.9% | -11.5% |
| 3M | -28.6% | +8.1% | -36.7% | -18.6% |
| 6M | -44.0% | +35.2% | -79.2% | -9.4% |
| YTD | -31.7% | +28.4% | -60.2% | +8.1% |
| 1Y | -46.3% | +39.3% | -85.6% | -0.5% |
| 3Y | -78.3% | +219.9% | -298.2% | +87.7% |
| All | -78.3% | +220.4% | -298.6% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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