-98.3%
VXX vs UPST
-1.6%
-96.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.2% | -3.9% |
| 7D | +2.0% | -8.8% | +10.7% | +0.4% |
| 30D | -7.1% | -12.1% | +5.0% | -8.9% |
| 3M | -28.6% | -19.5% | -9.1% | -30.7% |
| 6M | -44.0% | -6.8% | -37.1% | -43.1% |
| YTD | -31.7% | -41.5% | +9.7% | -35.1% |
| 1Y | -46.3% | -58.9% | +12.5% | -51.0% |
| 3Y | -78.3% | -15.2% | -63.1% | -73.7% |
| 5Y | -95.8% | -90.5% | -5.3% | -95.0% |
| All | -98.3% | -1.6% | -96.8% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling