-94.8%
UVXY vs VCLT
+11.4%
-106.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.7% |
| 7D | +2.8% | -1.4% | +4.1% | -0.6% |
| 30D | -11.4% | -1.2% | -10.2% | -13.7% |
| 3M | -41.5% | -4.8% | -36.7% | -48.1% |
| 6M | -61.0% | -2.6% | -58.5% | -62.3% |
| YTD | -49.8% | -3.3% | -46.5% | -51.9% |
| 1Y | -66.4% | -4.8% | -61.6% | -68.9% |
| 3Y | -94.8% | +11.5% | -106.3% | -92.3% |
| All | -94.8% | +11.4% | -106.1% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling