-77.3%
VXX vs UPST
-19.3%
-58.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.2% | +2.2% |
| 7D | +7.2% | -12.0% | +19.1% | +2.9% |
| 30D | -5.8% | -16.0% | +10.2% | -10.6% |
| 3M | -29.0% | -17.2% | -11.9% | -32.1% |
| 6M | -44.0% | -10.9% | -33.1% | -43.4% |
| YTD | -28.7% | -42.6% | +13.9% | -35.7% |
| 1Y | -45.2% | -59.8% | +14.6% | -54.3% |
| All | -77.3% | -19.3% | -58.0% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling