-100.0%
UVXY vs VNQ
+64.0%
-164.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -4.8% |
| 7D | +2.8% | -1.3% | +4.1% | -0.4% |
| 30D | -11.4% | -2.6% | -8.8% | -17.3% |
| 3M | -41.5% | -2.0% | -39.5% | -45.4% |
| 6M | -61.0% | +4.3% | -65.4% | -55.3% |
| YTD | -49.8% | +9.2% | -59.1% | -33.9% |
| 1Y | -66.4% | +5.6% | -72.1% | -58.8% |
| 3Y | -94.8% | +30.8% | -125.6% | -83.3% |
| 5Y | -99.7% | +8.0% | -107.7% | -99.1% |
| All | -100.0% | +64.0% | -164.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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