+2,486.9%
VRT vs UVXY
-100.0%
+2,586.8%
-71.2%
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% | +2.2% |
| 7D | -8.4% | +2.8% | -11.2% | -7.6% |
| 30D | -10.9% | -11.4% | +0.5% | -12.8% |
| 3M | -13.7% | -41.5% | +27.8% | -21.2% |
| 6M | -4.1% | -61.0% | +56.9% | -17.4% |
| YTD | +58.7% | -49.8% | +108.6% | +48.4% |
| 1Y | +89.6% | -66.4% | +156.1% | +68.0% |
| 3Y | +558.1% | -94.8% | +652.9% | +466.7% |
| 5Y | +953.0% | -99.7% | +1,052.6% | +589.9% |
| All | +2,486.9% | -100.0% | +2,586.8% | +1,267.6% |
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