+59.9%
VEA vs UVXY
-99.7%
+159.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.8% | +0.4% |
| 7D | -1.5% | +2.8% | -4.2% | -1.1% |
| 30D | -0.8% | -11.4% | +10.5% | -1.9% |
| 3M | +2.5% | -41.5% | +44.0% | -2.4% |
| 6M | +11.1% | -61.0% | +72.2% | +2.8% |
| YTD | +17.2% | -49.8% | +67.0% | +12.4% |
| 1Y | +24.5% | -66.4% | +91.0% | +16.0% |
| 3Y | +75.4% | -94.8% | +170.2% | +53.2% |
| All | +59.9% | -99.7% | +159.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling