+602.3%
VEEV vs UVXY
-100.0%
+702.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | +0.7% |
| 7D | -8.2% | +11.0% | -19.3% | -7.0% |
| 30D | +10.3% | -8.8% | +19.1% | +9.3% |
| 3M | +59.4% | -41.9% | +101.3% | +50.1% |
| 6M | +37.6% | -61.2% | +98.8% | +24.8% |
| YTD | +16.9% | -46.2% | +63.1% | +12.0% |
| 1Y | -5.0% | -65.2% | +60.2% | -12.7% |
| 3Y | +18.5% | -94.6% | +113.0% | +1.1% |
| 5Y | -13.8% | -99.7% | +85.9% | -40.5% |
| 10Y | +547.0% | -100.0% | +647.0% | +219.2% |
| All | +602.3% | -100.0% | +702.3% | +83.7% |
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 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