-38.0%
VG vs UVXY
-79.9%
+41.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.1% | +2.5% |
| 7D | -2.5% | -4.7% | +2.2% | -3.2% |
| 30D | +11.1% | -17.1% | +28.2% | +8.3% |
| 3M | +14.9% | -39.9% | +54.8% | +6.5% |
| 6M | +18.4% | -66.9% | +85.2% | -2.4% |
| YTD | +116.6% | -50.1% | +166.7% | +104.4% |
| 1Y | +9.4% | -68.3% | +77.7% | -5.8% |
| All | -38.0% | -79.9% | +41.8% | -31.1% |
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