-100.0%
UVXY vs VIG
+250.0%
-350.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -3.3% |
| 7D | +2.8% | -1.1% | +3.9% | -2.1% |
| 30D | -11.4% | -2.7% | -8.6% | -22.3% |
| 3M | -41.5% | +2.5% | -44.1% | -32.7% |
| 6M | -61.0% | +9.2% | -70.3% | -34.5% |
| YTD | -49.8% | +9.8% | -59.7% | -8.6% |
| 1Y | -66.4% | +12.4% | -78.8% | -27.5% |
| 3Y | -94.8% | +55.9% | -150.7% | +4.0% |
| 5Y | -99.7% | +63.9% | -163.6% | -86.6% |
| All | -100.0% | +250.0% | -350.0% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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