-95.7%
VXX vs UUUU
+79.1%
-174.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.0% | +0.7% | -5.7% |
| 7D | +2.0% | -10.5% | +12.5% | -1.2% |
| 30D | -7.1% | -10.5% | +3.4% | -9.5% |
| 3M | -28.6% | -14.1% | -14.5% | -30.4% |
| 6M | -44.0% | -35.5% | -8.5% | -47.7% |
| YTD | -31.7% | -10.9% | -20.8% | -27.3% |
| 1Y | -46.3% | +3.4% | -49.7% | -36.9% |
| 3Y | -78.3% | +73.1% | -151.4% | -63.2% |
| All | -95.7% | +79.1% | -174.8% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling