-100.0%
UVXY vs VCLT
+61.5%
-161.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -15.0% | +0.1% | -15.1% | -14.9% |
| 3M | -39.8% | -2.9% | -36.9% | -41.0% |
| 6M | -60.0% | -4.0% | -56.1% | -60.8% |
| YTD | -48.8% | -2.2% | -46.6% | -48.9% |
| 1Y | -67.3% | -2.6% | -64.7% | -67.4% |
| 3Y | -94.8% | +12.3% | -107.1% | -94.1% |
| 5Y | -99.7% | -16.4% | -83.3% | -99.6% |
| 10Y | -100.0% | +18.1% | -118.1% | -100.0% |
| All | -100.0% | +61.5% | -161.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling