-100.0%
UVXY vs VSH
+404.8%
-504.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +3.5% |
| 7D | +2.3% | +3.5% | -1.2% | +7.5% |
| 30D | -15.0% | -4.4% | -10.7% | -20.5% |
| 3M | -39.8% | -45.8% | +6.0% | -76.9% |
| 6M | -60.0% | +90.1% | -150.2% | +24.6% |
| YTD | -48.8% | +120.3% | -169.2% | +114.5% |
| 1Y | -67.3% | +112.2% | -179.5% | +37.8% |
| 3Y | -94.8% | +36.6% | -131.4% | -81.7% |
| 5Y | -99.7% | +67.0% | -166.7% | -97.3% |
| 10Y | -100.0% | +179.5% | -279.5% | -100.0% |
| All | -100.0% | +404.8% | -504.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling