-100.0%
UVXY vs VRSN
+299.1%
-399.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -4.4% |
| 7D | +2.8% | +0.2% | +2.6% | +3.3% |
| 30D | -11.4% | +3.8% | -15.1% | -5.5% |
| 3M | -41.5% | +5.0% | -46.5% | -38.4% |
| 6M | -61.0% | +24.9% | -85.9% | -44.0% |
| YTD | -49.8% | +21.6% | -71.5% | -34.0% |
| 1Y | -66.4% | +2.4% | -68.9% | -68.2% |
| 3Y | -94.8% | +47.3% | -142.1% | -87.4% |
| 5Y | -99.7% | +34.7% | -134.4% | -99.1% |
| All | -100.0% | +299.1% | -399.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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