-100.0%
UVXY vs VMC
+156.6%
-256.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.6% | -5.5% |
| 7D | +2.8% | -3.8% | +6.6% | -2.8% |
| 30D | -11.4% | -9.7% | -1.7% | -23.5% |
| 3M | -41.5% | -9.6% | -31.9% | -49.4% |
| 6M | -61.0% | -4.8% | -56.2% | -62.1% |
| YTD | -49.8% | -10.9% | -39.0% | -54.9% |
| 1Y | -66.4% | -15.6% | -50.9% | -71.9% |
| 3Y | -94.8% | +19.3% | -114.1% | -90.2% |
| 5Y | -99.7% | +48.0% | -147.7% | -98.9% |
| All | -100.0% | +156.6% | -256.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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