-66.4%
UVXY vs VCLT
-4.4%
-62.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.6% |
| 7D | +2.8% | -1.4% | +4.1% | -2.1% |
| 30D | -11.4% | -1.2% | -10.2% | -14.9% |
| 3M | -41.5% | -4.8% | -36.7% | -51.2% |
| 6M | -61.0% | -2.6% | -58.5% | -62.7% |
| YTD | -49.8% | -3.3% | -46.5% | -53.3% |
| 1Y | -66.4% | -4.8% | -61.6% | -70.0% |
| All | -66.4% | -4.4% | -62.1% | -70.0% |
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