-69.8%
UVXY vs VFC
-6.8%
-62.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +2.4% |
| 7D | -5.0% | -1.6% | -3.4% | -6.0% |
| 30D | -20.5% | -11.6% | -8.9% | -27.2% |
| 3M | -36.6% | -18.1% | -18.5% | -43.1% |
| 6M | -56.9% | -27.4% | -29.6% | -62.4% |
| YTD | -51.2% | -24.8% | -26.4% | -55.7% |
| 1Y | -69.8% | -8.2% | -61.6% | -64.9% |
| All | -69.8% | -6.8% | -62.9% | -64.9% |
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