-100.0%
UVXY vs VYM
+209.2%
-309.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -3.7% |
| 7D | +2.8% | -0.8% | +3.6% | -0.6% |
| 30D | -11.4% | -2.2% | -9.1% | -19.9% |
| 3M | -41.5% | +3.1% | -44.6% | -31.9% |
| 6M | -61.0% | +9.7% | -70.8% | -35.7% |
| YTD | -49.8% | +14.9% | -64.7% | +6.9% |
| 1Y | -66.4% | +17.6% | -84.0% | -15.8% |
| 3Y | -94.8% | +65.3% | -160.1% | +12.5% |
| 5Y | -99.7% | +78.7% | -178.4% | -84.5% |
| All | -100.0% | +209.2% | -309.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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