-95.7%
UVXY vs VLTO
+25.1%
-120.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +1.1% |
| 7D | +2.3% | -2.6% | +4.8% | -2.1% |
| 30D | -15.0% | -2.5% | -12.6% | -18.4% |
| 3M | -39.8% | +10.1% | -49.9% | -28.9% |
| 6M | -60.0% | +1.0% | -61.0% | -60.1% |
| YTD | -48.8% | -4.8% | -44.1% | -54.0% |
| 1Y | -67.3% | -9.3% | -58.0% | -73.3% |
| All | -95.7% | +25.1% | -120.8% | -93.3% |
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