-94.8%
UVXY vs VICR
+209.3%
-304.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +11.2% | -17.9% | -1.6% |
| 7D | +2.8% | +5.0% | -2.2% | +5.8% |
| 30D | -11.4% | -12.5% | +1.1% | -15.6% |
| 3M | -41.5% | -33.6% | -7.9% | -49.2% |
| 6M | -61.0% | +10.7% | -71.7% | -50.0% |
| YTD | -49.8% | +80.6% | -130.4% | -11.1% |
| 1Y | -66.4% | +288.4% | -354.8% | -2.7% |
| 3Y | -94.8% | +213.8% | -308.6% | -84.2% |
| All | -94.8% | +209.3% | -304.0% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling