-100.0%
UVXY vs VMC
+970.4%
-1,070.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | -3.1% |
| 7D | +2.3% | -5.3% | +7.6% | -6.9% |
| 30D | -15.0% | -12.3% | -2.8% | -32.0% |
| 3M | -39.8% | -10.3% | -29.5% | -49.7% |
| 6M | -60.0% | -8.6% | -51.5% | -64.3% |
| YTD | -48.8% | -11.9% | -37.0% | -56.3% |
| 1Y | -67.3% | -13.9% | -53.4% | -72.8% |
| 3Y | -94.8% | +18.2% | -113.0% | -90.0% |
| 5Y | -99.7% | +47.7% | -147.4% | -98.6% |
| 10Y | -100.0% | +152.5% | -252.5% | -100.0% |
| All | -100.0% | +970.4% | -1,070.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling