-98.9%
VXX vs UTHR
+261.2%
-360.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +2.8% |
| 7D | +7.2% | +2.8% | +4.4% | +8.8% |
| 30D | -5.8% | -2.3% | -3.6% | -7.0% |
| 3M | -29.0% | -7.4% | -21.6% | -32.0% |
| 6M | -44.0% | -6.0% | -38.0% | -45.4% |
| YTD | -28.7% | +3.4% | -32.1% | -25.4% |
| 1Y | -45.2% | +27.1% | -72.3% | -34.9% |
| 3Y | -77.8% | +123.8% | -201.6% | -58.1% |
| 5Y | -95.6% | +139.6% | -235.3% | -90.4% |
| All | -98.9% | +261.2% | -360.1% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling