-69.8%
UVXY vs VICR
+272.1%
-341.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +2.3% |
| 7D | -5.0% | +0.4% | -5.4% | -4.7% |
| 30D | -20.5% | -13.9% | -6.6% | -23.3% |
| 3M | -36.6% | -38.4% | +1.8% | -42.4% |
| 6M | -56.9% | -7.2% | -49.7% | -47.6% |
| YTD | -51.2% | +72.0% | -123.2% | -32.0% |
| 1Y | -69.8% | +263.3% | -333.1% | -50.6% |
| All | -69.8% | +272.1% | -341.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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