-95.7%
VXX vs URA
+91.2%
-186.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -6.4% |
| 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% | -46.4% |
| YTD | -31.7% | +1.9% | -33.6% | -24.0% |
| 1Y | -46.3% | +6.9% | -53.3% | -36.4% |
| 3Y | -78.3% | +99.6% | -177.9% | -50.4% |
| All | -95.7% | +91.2% | -186.9% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling