-100.0%
UVXY vs VT
+217.6%
-317.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -3.0% |
| 7D | -3.3% | -0.1% | -3.2% | +4.8% |
| 30D | +12.0% | -3.1% | +15.1% | +7.4% |
| 3M | -15.5% | -3.5% | -12.0% | -19.8% |
| 6M | -49.4% | +0.5% | -49.8% | -38.7% |
| YTD | -49.1% | +10.8% | -59.9% | +13.0% |
| 1Y | -63.7% | +11.9% | -75.6% | -12.6% |
| 3Y | -94.1% | +73.0% | -167.1% | +143.4% |
| 5Y | -99.6% | +58.6% | -158.2% | -77.1% |
| 10Y | -100.0% | +219.2% | -319.2% | -91.6% |
| All | -100.0% | +217.6% | -317.6% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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