-70.5%
UVXY vs VCLT
-3.2%
-67.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.0% | -15.1% | -10.5% |
| 7D | -6.3% | +0.4% | -6.7% | -4.3% |
| 30D | -2.7% | +3.9% | -6.6% | +12.3% |
| 3M | -29.9% | -1.9% | -28.0% | -36.2% |
| 6M | -56.5% | -2.6% | -53.9% | -61.0% |
| YTD | -54.8% | -3.1% | -51.7% | -58.3% |
| 1Y | -70.5% | -3.6% | -67.0% | -73.0% |
| All | -70.5% | -3.2% | -67.3% | -73.0% |
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