-100.0%
UVXY vs VIG
+579.3%
-679.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.6% | +2.5% |
| 7D | +11.0% | -2.2% | +13.3% | -2.1% |
| 30D | -8.8% | -3.2% | -5.6% | -24.2% |
| 3M | -41.9% | +3.0% | -44.9% | -29.9% |
| 6M | -61.2% | +8.1% | -69.3% | -33.8% |
| YTD | -46.2% | +9.1% | -55.3% | +2.2% |
| 1Y | -65.2% | +12.6% | -77.8% | -15.7% |
| 3Y | -94.6% | +55.4% | -150.0% | +66.9% |
| 5Y | -99.7% | +62.8% | -162.5% | -77.6% |
| 10Y | -100.0% | +246.6% | -346.6% | -78.5% |
| All | -100.0% | +579.3% | -679.3% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling