-78.3%
VXX vs URA
+101.1%
-179.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -6.3% |
| 7D | +2.0% | -5.5% | +7.5% | -1.6% |
| 30D | -7.1% | -3.7% | -3.4% | -8.8% |
| 3M | -28.6% | -2.9% | -25.7% | -28.5% |
| 6M | -44.0% | -15.2% | -28.7% | -46.2% |
| YTD | -31.7% | +1.9% | -33.6% | -23.4% |
| 1Y | -46.3% | +6.9% | -53.3% | -35.1% |
| 3Y | -78.3% | +99.6% | -177.9% | -43.9% |
| All | -78.3% | +101.1% | -179.3% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling