-69.8%
UVXY vs VCLT
-0.4%
-69.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +1.1% |
| 7D | -5.0% | -0.5% | -4.5% | -6.6% |
| 30D | -20.5% | -0.9% | -19.7% | -23.0% |
| 3M | -36.6% | -3.2% | -33.3% | -43.4% |
| 6M | -56.9% | -3.8% | -53.1% | -59.1% |
| YTD | -51.2% | -2.0% | -49.2% | -52.3% |
| 1Y | -69.8% | -0.8% | -69.0% | -70.9% |
| All | -69.8% | -0.4% | -69.4% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling