-95.7%
VXX vs UPRO
+137.8%
-233.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -1.9% |
| 7D | +2.0% | -2.5% | +4.5% | -0.3% |
| 30D | -7.1% | -4.2% | -2.9% | -10.4% |
| 3M | -28.6% | +8.1% | -36.7% | -20.7% |
| 6M | -44.0% | +35.2% | -79.2% | -18.3% |
| YTD | -31.7% | +28.4% | -60.2% | -1.7% |
| 1Y | -46.3% | +39.3% | -85.6% | -12.7% |
| 3Y | -78.3% | +219.9% | -298.2% | +15.8% |
| All | -95.7% | +137.8% | -233.5% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling