-66.4%
UVXY vs VFC
-10.6%
-55.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.4% | -11.1% | -3.6% |
| 7D | +2.8% | -1.4% | +4.2% | +2.2% |
| 30D | -11.4% | -9.0% | -2.4% | -16.7% |
| 3M | -41.5% | -24.2% | -17.3% | -50.7% |
| 6M | -61.0% | -18.5% | -42.5% | -62.9% |
| YTD | -49.8% | -25.9% | -24.0% | -54.7% |
| 1Y | -66.4% | -13.0% | -53.5% | -61.0% |
| All | -66.4% | -10.6% | -55.8% | -61.0% |
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