-100.0%
UVXY vs VIVK
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -7.4% | +0.6% | -6.8% |
| 7D | +2.8% | -4.4% | +7.2% | +2.8% |
| 30D | -11.4% | -40.8% | +29.4% | -11.4% |
| 3M | -41.5% | -94.1% | +52.6% | -41.5% |
| 6M | -61.0% | -98.2% | +37.1% | -61.1% |
| YTD | -49.8% | -98.0% | +48.2% | -49.9% |
| 1Y | -66.4% | -100.0% | +33.5% | -66.5% |
| 3Y | -94.8% | -100.0% | +5.2% | -94.8% |
| 5Y | -99.7% | -100.0% | +0.3% | -99.7% |
| 10Y | -100.0% | -100.0% | 0.0% | -100.0% |
| All | -100.0% | -100.0% | 0.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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