-95.6%
VXX vs UPST
-91.3%
-4.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.2% | +2.5% |
| 7D | +7.2% | -12.0% | +19.1% | +4.1% |
| 30D | -5.8% | -16.0% | +10.2% | -9.2% |
| 3M | -29.0% | -17.2% | -11.9% | -31.2% |
| 6M | -44.0% | -10.9% | -33.1% | -43.5% |
| YTD | -28.7% | -42.6% | +13.9% | -33.5% |
| 1Y | -45.2% | -59.8% | +14.6% | -51.6% |
| 3Y | -77.8% | -17.9% | -59.9% | -71.9% |
| 5Y | -95.6% | -90.7% | -4.9% | -95.1% |
| All | -95.6% | -91.3% | -4.3% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling