-89.2%
UVXY vs VIK
+225.1%
-314.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -5.0% |
| 7D | +2.8% | -0.9% | +3.7% | +1.6% |
| 30D | -11.4% | -18.4% | +7.0% | -35.1% |
| 3M | -41.5% | -8.8% | -32.7% | -48.4% |
| 6M | -61.0% | +17.1% | -78.2% | -43.3% |
| YTD | -49.8% | +19.0% | -68.9% | -20.0% |
| 1Y | -66.4% | +30.1% | -96.6% | -36.1% |
| All | -89.2% | +225.1% | -314.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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