+71.4%
VCIT vs UVXY
-100.0%
+171.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.3% | -5.0% | +4.6% | -0.4% |
| 30D | -0.8% | -20.5% | +19.8% | -0.9% |
| 3M | -1.0% | -36.6% | +35.6% | -1.2% |
| 6M | -1.8% | -56.9% | +55.1% | -2.1% |
| YTD | -0.7% | -51.2% | +50.5% | -0.9% |
| 1Y | +1.0% | -69.8% | +70.8% | +0.6% |
| 3Y | +18.8% | -95.1% | +113.9% | +18.2% |
| 5Y | +3.5% | -99.7% | +103.1% | +2.4% |
| 10Y | +29.2% | -100.0% | +129.2% | +28.1% |
| All | +71.4% | -100.0% | +171.4% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling