+284.9%
VEA vs UVXY
-100.0%
+384.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -0.7% |
| 7D | -2.1% | +11.0% | -13.1% | -1.0% |
| 30D | -1.1% | -8.8% | +7.7% | -1.9% |
| 3M | +5.1% | -41.9% | +47.0% | +0.1% |
| 6M | +9.8% | -61.2% | +71.0% | +1.6% |
| YTD | +15.9% | -46.2% | +62.1% | +12.2% |
| 1Y | +24.6% | -65.2% | +89.8% | +16.6% |
| 3Y | +75.5% | -94.6% | +170.1% | +55.0% |
| 5Y | +59.4% | -99.7% | +159.1% | +17.4% |
| 10Y | +160.3% | -100.0% | +260.3% | +38.7% |
| All | +284.9% | -100.0% | +384.9% | -16.6% |
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