-46.3%
VXX vs URA
+7.9%
-54.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -5.7% |
| 7D | +2.0% | -5.5% | +7.5% | -0.5% |
| 30D | -7.1% | -3.7% | -3.4% | -8.2% |
| 3M | -28.6% | -2.9% | -25.7% | -28.3% |
| 6M | -44.0% | -15.2% | -28.7% | -44.5% |
| YTD | -31.7% | +1.9% | -33.6% | -28.2% |
| 1Y | -46.3% | +6.9% | -53.3% | -44.7% |
| All | -46.3% | +7.9% | -54.3% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling