-100.0%
UVXY vs VTEB
+17.9%
-117.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.1% | -5.9% |
| 7D | +2.8% | -0.9% | +3.7% | +0.7% |
| 30D | -11.4% | -2.5% | -8.9% | -16.4% |
| 3M | -41.5% | -3.0% | -38.5% | -45.4% |
| 6M | -61.0% | -2.1% | -58.9% | -62.5% |
| YTD | -49.8% | -1.5% | -48.4% | -51.0% |
| 1Y | -66.4% | +0.2% | -66.6% | -66.0% |
| 3Y | -94.8% | +8.6% | -103.3% | -93.4% |
| 5Y | -99.7% | +1.2% | -100.9% | -99.7% |
| All | -100.0% | +17.9% | -117.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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