-100.0%
UVXY vs ITOT
+303.4%
-403.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -2.9% |
| 7D | +2.8% | -0.9% | +3.7% | -1.0% |
| 30D | -11.4% | -1.5% | -9.9% | -16.5% |
| 3M | -41.5% | +3.6% | -45.1% | -28.4% |
| 6M | -61.0% | +13.7% | -74.7% | -20.6% |
| YTD | -49.8% | +12.9% | -62.8% | +6.2% |
| 1Y | -66.4% | +17.2% | -83.6% | -9.1% |
| 3Y | -94.8% | +75.6% | -170.4% | +102.5% |
| 5Y | -99.7% | +75.5% | -175.2% | -78.0% |
| All | -100.0% | +303.4% | -403.4% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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