-100.0%
UVIX vs VT
+64.9%
-164.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.2% | +2.6% | -29.8% | -10.9% |
| 7D | -11.5% | +0.4% | -11.8% | +4.9% |
| 30D | +10.6% | -2.6% | +13.1% | +12.7% |
| 3M | -25.6% | -3.2% | -22.4% | -25.7% |
| 6M | -64.0% | +0.9% | -64.9% | -49.6% |
| YTD | -67.1% | +11.3% | -78.4% | +5.7% |
| 1Y | -81.7% | +14.0% | -95.7% | -27.6% |
| 3Y | -99.3% | +75.8% | -175.1% | +7.5% |
| All | -100.0% | +64.9% | -164.9% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling