-95.8%
UVXY vs VLTO
+56.4%
-152.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +4.7% |
| 7D | -22.1% | +1.0% | -23.0% | -20.5% |
| 30D | +8.2% | +17.5% | -9.3% | +37.1% |
| 3M | -12.3% | +21.4% | -33.7% | +18.0% |
| 6M | -51.0% | +38.1% | -89.1% | -19.0% |
| YTD | -49.9% | +19.0% | -69.0% | -36.6% |
| 1Y | -67.7% | +20.7% | -88.4% | -57.8% |
| 3Y | -94.1% | +64.3% | -158.4% | -85.6% |
| All | -95.8% | +56.4% | -152.2% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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