-49.4%
VG vs UVXY
-79.5%
+30.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.6% |
| 7D | -7.7% | -3.3% | -4.4% | -6.9% |
| 30D | -8.8% | +12.0% | -20.8% | -6.0% |
| 3M | -15.6% | -15.5% | -0.1% | -16.2% |
| 6M | +5.2% | -49.4% | +54.6% | -3.8% |
| YTD | +76.9% | -49.1% | +126.0% | +70.1% |
| 1Y | +42.5% | -63.7% | +106.2% | +24.5% |
| All | -49.4% | -79.5% | +30.1% | -42.7% |
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