-99.1%
UCO vs VT
+625.9%
-725.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -9.1% |
| 7D | -14.6% | +0.4% | -14.9% | -15.9% |
| 30D | -9.5% | -2.6% | -6.9% | -7.2% |
| 3M | +39.0% | -3.2% | +42.2% | +42.6% |
| 6M | +15.7% | +0.9% | +14.7% | +8.8% |
| YTD | +166.2% | +11.3% | +154.9% | +106.8% |
| 1Y | +143.1% | +14.0% | +129.1% | +81.5% |
| 3Y | +79.3% | +75.8% | +3.5% | -34.6% |
| 5Y | +106.4% | +57.8% | +48.6% | -14.5% |
| 10Y | -55.2% | +219.8% | -275.0% | -93.2% |
| All | -99.1% | +625.9% | -725.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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