-98.9%
VXX vs UPRO
+442.8%
-541.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +1.4% |
| 7D | +7.2% | -6.0% | +13.2% | +1.1% |
| 30D | -5.8% | -5.8% | -0.1% | -10.7% |
| 3M | -29.0% | +10.8% | -39.8% | -19.2% |
| 6M | -44.0% | +31.6% | -75.6% | -20.9% |
| YTD | -28.7% | +25.4% | -54.1% | -0.2% |
| 1Y | -45.2% | +39.2% | -84.4% | -11.3% |
| 3Y | -77.8% | +218.5% | -296.3% | +27.6% |
| 5Y | -95.6% | +137.1% | -232.7% | -70.3% |
| All | -98.9% | +442.8% | -541.7% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling