-99.0%
VXX vs URA
+299.0%
-398.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +0.6% |
| 7D | +1.6% | +5.7% | -4.2% | +6.4% |
| 30D | -9.5% | +5.6% | -15.0% | -4.7% |
| 3M | -27.3% | +6.2% | -33.5% | -21.4% |
| 6M | -43.3% | -8.2% | -35.1% | -43.6% |
| YTD | -30.9% | +9.7% | -40.5% | -16.8% |
| 1Y | -47.2% | +17.0% | -64.2% | -30.6% |
| 3Y | -78.5% | +118.5% | -197.0% | -35.0% |
| 5Y | -95.6% | +134.3% | -229.9% | -81.6% |
| All | -99.0% | +299.0% | -398.0% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling