-89.0%
UVXY vs VIK
+225.3%
-314.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | -2.5% |
| 7D | +2.3% | -0.8% | +3.1% | +1.1% |
| 30D | -15.0% | -18.0% | +3.0% | -37.5% |
| 3M | -39.8% | -5.8% | -34.0% | -43.8% |
| 6M | -60.0% | +17.2% | -77.2% | -41.9% |
| YTD | -48.8% | +19.1% | -68.0% | -18.5% |
| 1Y | -67.3% | +33.6% | -100.9% | -34.9% |
| All | -89.0% | +225.3% | -314.3% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling