-99.0%
VXX vs URA
+270.6%
-369.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -7.0% |
| 7D | +2.0% | -5.5% | +7.5% | -2.7% |
| 30D | -7.1% | -3.7% | -3.4% | -9.4% |
| 3M | -28.6% | -2.9% | -25.7% | -28.7% |
| 6M | -44.0% | -15.2% | -28.7% | -47.7% |
| YTD | -31.7% | +1.9% | -33.6% | -22.8% |
| 1Y | -46.3% | +6.9% | -53.3% | -34.7% |
| 3Y | -78.3% | +99.6% | -177.9% | -39.2% |
| 5Y | -95.8% | +101.2% | -197.0% | -85.1% |
| All | -99.0% | +270.6% | -369.6% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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