+69.5%
VCIT vs UVXY
-100.0%
+169.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +0.1% | -3.3% | +3.4% | +0.1% |
| 30D | +1.1% | +12.0% | -10.9% | +1.2% |
| 3M | -1.4% | -15.5% | +14.1% | -1.4% |
| 6M | -2.3% | -49.4% | +47.0% | -2.5% |
| YTD | -1.8% | -49.1% | +47.3% | -1.9% |
| 1Y | -1.0% | -63.7% | +62.7% | -1.2% |
| 3Y | +19.3% | -94.1% | +113.4% | +18.7% |
| 5Y | +3.8% | -99.6% | +103.4% | +2.8% |
| 10Y | +30.6% | -100.0% | +130.6% | +29.5% |
| All | +69.5% | -100.0% | +169.5% | +76.0% |
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