-94.8%
UVXY vs VNQ
+30.7%
-125.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -4.7% |
| 7D | +2.8% | -1.3% | +4.1% | -0.6% |
| 30D | -11.4% | -2.6% | -8.8% | -17.6% |
| 3M | -41.5% | -2.0% | -39.5% | -45.5% |
| 6M | -61.0% | +4.3% | -65.4% | -54.3% |
| YTD | -49.8% | +9.2% | -59.1% | -31.6% |
| 1Y | -66.4% | +5.6% | -72.1% | -57.7% |
| 3Y | -94.8% | +30.8% | -125.6% | -85.2% |
| All | -94.8% | +30.7% | -125.5% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling