+779.8%
VOO vs UVXY
-100.0%
+879.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | 0.0% |
| 7D | -2.0% | +11.0% | -13.0% | -0.8% |
| 30D | -1.7% | -8.8% | +7.1% | -2.5% |
| 3M | +4.7% | -41.9% | +46.6% | -0.6% |
| 6M | +12.6% | -61.2% | +73.7% | +3.5% |
| YTD | +11.8% | -46.2% | +58.0% | +7.8% |
| 1Y | +17.5% | -65.2% | +82.7% | +9.5% |
| 3Y | +77.0% | -94.6% | +171.6% | +56.2% |
| 5Y | +82.6% | -99.7% | +182.3% | +34.5% |
| 10Y | +320.0% | -100.0% | +420.0% | +130.9% |
| All | +779.8% | -100.0% | +879.8% | +137.1% |
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 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