+800.0%
VGT vs UVXY
-100.0%
+900.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | +0.1% |
| 7D | -0.2% | +2.8% | -3.0% | +0.3% |
| 30D | -0.4% | -11.4% | +10.9% | -2.1% |
| 3M | +4.4% | -41.5% | +45.9% | -2.9% |
| 6M | +32.1% | -61.0% | +93.1% | +17.5% |
| YTD | +28.8% | -49.8% | +78.6% | +21.4% |
| 1Y | +35.3% | -66.4% | +101.8% | +22.2% |
| 3Y | +124.8% | -94.8% | +219.5% | +89.8% |
| 5Y | +137.9% | -99.7% | +237.6% | +55.5% |
| All | +800.0% | -100.0% | +900.0% | +341.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling