-100.0%
UVXY vs VFC
-29.7%
-70.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.1% | +0.2% |
| 7D | -4.7% | +0.8% | -5.6% | -3.8% |
| 30D | -17.1% | -11.9% | -5.1% | -28.2% |
| 3M | -39.9% | -20.2% | -19.8% | -51.8% |
| 6M | -66.9% | -23.0% | -43.9% | -73.4% |
| YTD | -50.1% | -26.2% | -23.9% | -60.3% |
| 1Y | -68.3% | -13.3% | -55.0% | -67.7% |
| 3Y | -95.0% | -25.5% | -69.5% | -93.5% |
| 5Y | -99.7% | -78.1% | -21.6% | -99.9% |
| 10Y | -100.0% | -68.8% | -31.2% | -100.0% |
| All | -100.0% | -29.7% | -70.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling