-100.0%
UVXY vs VT
+461.1%
-561.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +2.6% | -22.8% | -6.0% |
| 7D | -5.6% | +0.4% | -6.0% | +5.9% |
| 30D | +12.8% | -2.6% | +15.4% | +9.9% |
| 3M | -14.8% | -3.2% | -11.6% | -19.1% |
| 6M | -49.0% | +0.9% | -49.9% | -36.2% |
| YTD | -48.8% | +11.3% | -60.1% | +24.8% |
| 1Y | -66.4% | +14.0% | -80.4% | -3.3% |
| 3Y | -94.4% | +75.8% | -170.3% | +278.7% |
| 5Y | -99.5% | +57.8% | -157.4% | -68.4% |
| 10Y | -100.0% | +219.8% | -319.8% | -79.7% |
| All | -100.0% | +461.1% | -561.1% | -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