-100.0%
UVXY vs VRSN
+983.2%
-1,083.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +6.5% |
| 7D | +11.0% | -1.5% | +12.6% | +7.6% |
| 30D | -8.8% | +0.7% | -9.5% | -8.1% |
| 3M | -41.9% | +0.6% | -42.5% | -44.3% |
| 6M | -61.2% | +21.7% | -82.9% | -46.2% |
| YTD | -46.2% | +20.0% | -66.2% | -30.3% |
| 1Y | -65.2% | +3.2% | -68.4% | -66.8% |
| 3Y | -94.6% | +42.4% | -136.9% | -87.6% |
| 5Y | -99.7% | +33.0% | -132.6% | -99.1% |
| 10Y | -100.0% | +292.9% | -392.9% | -100.0% |
| All | -100.0% | +983.2% | -1,083.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling