-99.7%
UVXY vs VSXY
+37.5%
-137.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -9.9% | -5.3% |
| 7D | +2.8% | +0.1% | +2.7% | +3.1% |
| 30D | -11.4% | -18.7% | +7.3% | -19.2% |
| 3M | -41.5% | -4.0% | -37.5% | -41.6% |
| 6M | -61.0% | +67.5% | -128.5% | -45.3% |
| YTD | -49.8% | +39.7% | -89.5% | -33.5% |
| 1Y | -66.4% | +180.0% | -246.4% | -32.8% |
| 3Y | -94.8% | +337.3% | -432.0% | -81.3% |
| 5Y | -99.7% | +22.7% | -122.4% | -99.3% |
| All | -99.7% | +37.5% | -137.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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