-99.0%
VXX vs UVXY
-100.0%
+1.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.8% | +2.5% | 0.0% |
| 7D | +2.0% | +2.8% | -0.8% | +0.1% |
| 30D | -7.1% | -11.4% | +4.3% | 0.0% |
| 3M | -28.6% | -41.5% | +12.9% | -1.1% |
| 6M | -44.0% | -61.0% | +17.1% | -1.8% |
| YTD | -31.7% | -49.8% | +18.1% | 0.0% |
| 1Y | -46.3% | -66.4% | +20.1% | -0.9% |
| 3Y | -78.3% | -94.8% | +16.5% | +3.1% |
| 5Y | -95.8% | -99.7% | +3.9% | -11.7% |
| All | -99.0% | -100.0% | +1.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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