-99.0%
VXX vs UTHR
+256.4%
-355.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -5.0% |
| 7D | +2.0% | +1.9% | 0.0% | +3.0% |
| 30D | -7.1% | -2.9% | -4.2% | -8.6% |
| 3M | -28.6% | -8.9% | -19.8% | -32.3% |
| 6M | -44.0% | -8.7% | -35.2% | -46.3% |
| YTD | -31.7% | +2.0% | -33.8% | -29.1% |
| 1Y | -46.3% | +22.8% | -69.1% | -37.6% |
| 3Y | -78.3% | +120.6% | -198.9% | -59.3% |
| 5Y | -95.8% | +136.4% | -232.3% | -90.9% |
| All | -99.0% | +256.4% | -355.3% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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