+535.3%
VRT vs UVXY
-94.4%
+629.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.2% | -10.8% | -4.1% |
| 7D | -7.7% | +11.0% | -18.7% | -4.7% |
| 30D | -12.0% | -8.8% | -3.2% | -13.9% |
| 3M | -11.7% | -41.9% | +30.2% | -22.0% |
| 6M | -8.1% | -61.2% | +53.1% | -25.0% |
| YTD | +53.2% | -46.2% | +99.4% | +42.0% |
| 1Y | +81.7% | -65.2% | +146.9% | +54.9% |
| All | +535.3% | -94.4% | +629.7% | +414.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling