+404.6%
VIAV vs UVXY
-100.0%
+504.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.8% | +10.4% | +2.7% |
| 7D | +11.2% | +2.8% | +8.4% | +11.7% |
| 30D | -10.1% | -11.4% | +1.2% | -11.5% |
| 3M | -22.9% | -41.5% | +18.6% | -27.5% |
| 6M | +28.8% | -61.0% | +89.8% | +16.9% |
| YTD | +117.5% | -49.8% | +167.3% | +108.1% |
| 1Y | +216.1% | -66.4% | +282.5% | +191.4% |
| 3Y | +292.2% | -94.8% | +387.0% | +238.6% |
| 5Y | +141.0% | -99.7% | +240.7% | +64.0% |
| All | +404.6% | -100.0% | +504.6% | +131.2% |
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