-100.0%
UVXY vs VICR
+1,679.8%
-1,779.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +11.2% | -17.9% | +0.1% |
| 7D | +2.8% | +5.0% | -2.2% | +6.8% |
| 30D | -11.4% | -12.5% | +1.1% | -17.2% |
| 3M | -41.5% | -33.6% | -7.9% | -52.0% |
| 6M | -61.0% | +10.7% | -71.7% | -50.0% |
| YTD | -49.8% | +80.6% | -130.4% | -5.1% |
| 1Y | -66.4% | +288.4% | -354.8% | +12.5% |
| 3Y | -94.8% | +213.8% | -308.6% | -76.2% |
| 5Y | -99.7% | +58.8% | -158.5% | -98.8% |
| All | -100.0% | +1,679.8% | -1,779.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling