-100.0%
UVXY vs VSAT
+3.3%
-103.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.7% |
| 7D | +2.8% | -1.3% | +4.1% | +2.1% |
| 30D | -11.4% | -14.8% | +3.4% | -18.0% |
| 3M | -41.5% | +2.2% | -43.7% | -38.5% |
| 6M | -61.0% | +60.2% | -121.2% | -43.7% |
| YTD | -49.8% | +115.6% | -165.5% | -9.7% |
| 1Y | -66.4% | +132.9% | -199.3% | -32.7% |
| 3Y | -94.8% | +216.1% | -310.8% | -81.3% |
| 5Y | -99.7% | +52.9% | -152.6% | -99.2% |
| All | -100.0% | +3.3% | -103.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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