-70.5%
UVXY vs VFC
+52.5%
-123.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +4.4% | -18.6% | -10.9% |
| 7D | -6.3% | +21.5% | -27.8% | +8.3% |
| 30D | -2.7% | +46.7% | -49.4% | +29.1% |
| 3M | -29.9% | +38.4% | -68.3% | -10.2% |
| 6M | -56.5% | +15.2% | -71.7% | -50.0% |
| YTD | -54.8% | +17.8% | -72.6% | -42.2% |
| 1Y | -70.5% | +55.6% | -126.1% | -52.7% |
| All | -70.5% | +52.5% | -123.0% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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