-99.7%
UVXY vs VFC
-78.2%
-21.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.4% | -11.1% | -3.6% |
| 7D | +2.8% | -1.4% | +4.2% | +2.1% |
| 30D | -11.4% | -9.0% | -2.4% | -16.8% |
| 3M | -41.5% | -24.2% | -17.3% | -50.7% |
| 6M | -61.0% | -18.5% | -42.5% | -63.9% |
| YTD | -49.8% | -25.9% | -24.0% | -55.3% |
| 1Y | -66.4% | -13.0% | -53.5% | -64.7% |
| 3Y | -94.8% | -20.3% | -74.4% | -92.0% |
| All | -99.7% | -78.2% | -21.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling