-98.3%
VXX vs UPST
+3.8%
-102.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +0.8% |
| 7D | -3.0% | -1.5% | -1.5% | -3.2% |
| 30D | -11.5% | -13.2% | +1.8% | -13.5% |
| 3M | -27.3% | -13.0% | -14.4% | -28.4% |
| 6M | -49.6% | -2.9% | -46.7% | -48.4% |
| YTD | -32.0% | -38.3% | +6.3% | -34.8% |
| 1Y | -48.3% | -60.5% | +12.1% | -53.1% |
| 3Y | -78.9% | -11.7% | -67.1% | -74.3% |
| 5Y | -95.6% | -90.2% | -5.4% | -94.7% |
| All | -98.3% | +3.8% | -102.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling