-100.0%
UVXY vs VT
+221.4%
-321.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | -0.2% |
| 7D | -4.7% | +1.0% | -5.7% | +0.3% |
| 30D | -17.1% | -0.2% | -16.8% | -17.7% |
| 3M | -39.9% | +4.5% | -44.5% | -21.7% |
| 6M | -66.9% | +14.1% | -80.9% | -28.2% |
| YTD | -50.1% | +14.8% | -64.9% | +18.2% |
| 1Y | -68.3% | +21.2% | -89.5% | +5.6% |
| 3Y | -95.0% | +76.6% | -171.5% | +129.8% |
| 5Y | -99.7% | +66.6% | -166.3% | -79.0% |
| 10Y | -100.0% | +222.3% | -322.3% | -87.3% |
| All | -100.0% | +221.4% | -321.4% | -87.3% |
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