-96.1%
UVXY vs VLTO
+57.1%
-153.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.5% | -9.6% | -8.3% |
| 7D | +2.3% | +1.5% | +0.8% | +5.3% |
| 30D | +4.0% | +20.9% | -16.9% | +38.2% |
| 3M | -21.6% | +21.4% | -43.0% | +5.3% |
| 6M | -55.1% | +37.6% | -92.6% | -26.4% |
| YTD | -53.7% | +19.5% | -73.3% | -41.0% |
| 1Y | -66.7% | +22.0% | -88.7% | -55.6% |
| 3Y | -94.6% | +70.7% | -165.3% | -86.2% |
| All | -96.1% | +57.1% | -153.2% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling