-100.0%
UVXY vs VO
+200.3%
-300.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -3.4% |
| 7D | +2.8% | -1.5% | +4.3% | -3.3% |
| 30D | -11.4% | -3.0% | -8.3% | -21.8% |
| 3M | -41.5% | +2.8% | -44.3% | -32.4% |
| 6M | -61.0% | +10.9% | -72.0% | -33.3% |
| YTD | -49.8% | +12.5% | -62.3% | -3.9% |
| 1Y | -66.4% | +12.0% | -78.4% | -32.8% |
| 3Y | -94.8% | +56.3% | -151.0% | -14.6% |
| 5Y | -99.7% | +42.9% | -142.6% | -93.5% |
| All | -100.0% | +200.3% | -300.3% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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