-100.0%
UVXY vs VT
+481.4%
-581.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | -5.0% | +0.4% | -5.4% | -2.4% |
| 30D | -20.5% | +1.0% | -21.5% | -16.0% |
| 3M | -36.6% | +2.4% | -39.0% | -24.1% |
| 6M | -56.9% | +12.0% | -68.9% | -8.6% |
| YTD | -51.2% | +15.3% | -66.5% | +27.4% |
| 1Y | -69.8% | +22.6% | -92.4% | +19.0% |
| 3Y | -95.1% | +74.7% | -169.7% | +208.5% |
| 5Y | -99.7% | +66.1% | -165.8% | -71.7% |
| 10Y | -100.0% | +225.0% | -325.0% | -84.2% |
| All | -100.0% | +481.4% | -581.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling