-95.9%
UVXY vs VLTO
+27.2%
-123.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | -2.1% |
| 7D | -5.0% | -2.3% | -2.7% | -8.5% |
| 30D | -20.5% | -0.9% | -19.7% | -21.5% |
| 3M | -36.6% | +13.8% | -50.4% | -20.9% |
| 6M | -56.9% | +2.0% | -58.9% | -56.3% |
| YTD | -51.2% | -3.2% | -48.0% | -54.9% |
| 1Y | -69.8% | -9.2% | -60.6% | -75.5% |
| All | -95.9% | +27.2% | -123.1% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling