-49.9%
VXX vs UUUU
+27.9%
-77.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.7% |
| 7D | -3.5% | -1.4% | -2.1% | -3.7% |
| 30D | -13.6% | +16.3% | -29.9% | -10.8% |
| 3M | -24.6% | -16.7% | -7.9% | -25.3% |
| 6M | -39.9% | -33.7% | -6.2% | -40.7% |
| YTD | -33.1% | -0.5% | -32.6% | -30.4% |
| 1Y | -49.9% | +28.9% | -78.8% | -50.6% |
| All | -49.9% | +27.9% | -77.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling