-100.0%
UVIX vs VT
+60.4%
-160.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +61.2% | -4.1% | +65.2% | +35.7% |
| 7D | +52.9% | -4.2% | +57.0% | +32.2% |
| 30D | +60.0% | -5.8% | +65.8% | +27.1% |
| 3M | +2.8% | -5.2% | +8.1% | -13.9% |
| 6M | -51.2% | +0.1% | -51.4% | -38.1% |
| YTD | -53.3% | +8.2% | -61.5% | +20.6% |
| 1Y | -72.4% | +10.1% | -82.5% | -15.6% |
| 3Y | -99.0% | +69.7% | -168.7% | +13.3% |
| All | -100.0% | +60.4% | -160.3% | -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 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