-94.4%
UVXY vs VFC
-28.4%
-66.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.7% | +4.2% |
| 7D | +11.0% | -3.3% | +14.3% | +8.8% |
| 30D | -8.8% | -14.0% | +5.2% | -16.9% |
| 3M | -41.9% | -22.6% | -19.3% | -49.1% |
| 6M | -61.2% | -24.7% | -36.5% | -65.5% |
| YTD | -46.2% | -29.0% | -17.2% | -52.5% |
| 1Y | -65.2% | -13.8% | -51.4% | -63.7% |
| All | -94.4% | -28.4% | -66.0% | -91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling