-61.2%
UVXY vs VCLT
-4.4%
-56.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.3% | +0.5% |
| 7D | +11.0% | -1.3% | +12.3% | +5.6% |
| 30D | -8.8% | -1.1% | -7.7% | -12.5% |
| 3M | -41.9% | -3.7% | -38.2% | -49.7% |
| 6M | -61.2% | -4.0% | -57.2% | -66.2% |
| All | -61.2% | -4.4% | -56.8% | -66.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling