-100.0%
UVIX vs VT
+60.7%
-160.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -1.7% |
| 7D | +22.6% | -2.3% | +24.9% | +17.6% |
| 30D | +52.7% | -5.0% | +57.7% | +28.2% |
| 3M | +3.1% | -4.9% | +8.0% | -11.5% |
| 6M | -50.7% | -1.5% | -49.1% | -43.6% |
| YTD | -54.7% | +8.5% | -63.2% | +18.6% |
| 1Y | -75.2% | +11.4% | -86.6% | -18.9% |
| 3Y | -99.0% | +70.1% | -169.0% | +19.3% |
| All | -100.0% | +60.7% | -160.7% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling