-51.1%
VXX vs UPST
-48.7%
-2.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +9.4% | -19.0% | -5.8% |
| 7D | -4.1% | -3.1% | -1.0% | -4.3% |
| 30D | -0.8% | -4.0% | +3.2% | -1.1% |
| 3M | -19.8% | -22.9% | +3.1% | -26.1% |
| 6M | -40.5% | -27.1% | -13.4% | -45.1% |
| YTD | -35.5% | -46.5% | +11.0% | -42.8% |
| 1Y | -51.1% | -49.4% | -1.7% | -56.6% |
| All | -51.1% | -48.7% | -2.4% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling