-99.7%
UVXY vs VMC
+47.0%
-146.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.6% | -5.3% |
| 7D | +2.8% | -3.8% | +6.6% | -3.5% |
| 30D | -11.4% | -9.7% | -1.7% | -25.2% |
| 3M | -41.5% | -9.6% | -31.9% | -50.6% |
| 6M | -61.0% | -4.8% | -56.2% | -62.3% |
| YTD | -49.8% | -10.9% | -39.0% | -55.9% |
| 1Y | -66.4% | -15.6% | -50.9% | -73.0% |
| 3Y | -94.8% | +19.3% | -114.1% | -88.9% |
| All | -99.7% | +47.0% | -146.7% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling