+29.8%
VCIT vs UVXY
-100.0%
+129.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -0.2% | +2.3% | -2.5% | -0.2% |
| 30D | -0.5% | -15.0% | +14.5% | -0.7% |
| 3M | -0.9% | -39.8% | +38.9% | -1.4% |
| 6M | -1.9% | -60.0% | +58.1% | -2.6% |
| YTD | -1.0% | -48.8% | +47.9% | -1.4% |
| 1Y | +0.2% | -67.3% | +67.5% | -0.5% |
| 3Y | +19.0% | -94.8% | +113.8% | +17.4% |
| 5Y | +3.1% | -99.7% | +102.7% | +0.1% |
| 10Y | +29.8% | -100.0% | +129.8% | +23.3% |
| All | +29.8% | -100.0% | +129.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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