-50.2%
VG vs UVXY
-79.3%
+29.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -20.2% | +22.6% | 0.0% |
| 7D | -8.3% | -5.6% | -2.7% | -7.8% |
| 30D | -10.3% | +12.8% | -23.1% | -7.4% |
| 3M | -10.8% | -14.8% | +4.1% | -11.3% |
| 6M | +3.5% | -49.0% | +52.5% | -5.3% |
| YTD | +74.0% | -48.8% | +122.7% | +67.4% |
| 1Y | +48.9% | -66.4% | +115.3% | +26.9% |
| All | -50.2% | -79.3% | +29.1% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling