-94.8%
UVXY vs VSH
+42.0%
-136.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.1% | -12.9% | -1.4% |
| 7D | +2.8% | +4.8% | -2.0% | +7.6% |
| 30D | -11.4% | -0.7% | -10.7% | -11.1% |
| 3M | -41.5% | -43.1% | +1.5% | -64.9% |
| 6M | -61.0% | +91.8% | -152.8% | +5.2% |
| YTD | -49.8% | +131.6% | -181.5% | +80.2% |
| 1Y | -66.4% | +118.1% | -184.5% | +19.7% |
| 3Y | -94.8% | +40.9% | -135.7% | -86.5% |
| All | -94.8% | +42.0% | -136.8% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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