+924.9%
VLO vs UVXY
-100.0%
+1,024.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.1% | +0.4% |
| 7D | +5.3% | +2.8% | +2.5% | +5.8% |
| 30D | +18.2% | -11.4% | +29.6% | +16.5% |
| 3M | +53.3% | -41.5% | +94.8% | +43.4% |
| 6M | +70.4% | -61.0% | +131.5% | +51.9% |
| YTD | +143.4% | -49.8% | +193.2% | +127.7% |
| 1Y | +153.0% | -66.4% | +219.4% | +127.2% |
| 3Y | +195.0% | -94.8% | +289.7% | +143.2% |
| 5Y | +618.8% | -99.7% | +718.5% | +347.7% |
| All | +924.9% | -100.0% | +1,024.9% | +355.1% |
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 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