+2,826.7%
VRT vs UVXY
-100.0%
+2,926.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +4.2% |
| 7D | +13.6% | -4.7% | +18.3% | +12.5% |
| 30D | +6.8% | -17.1% | +23.8% | +2.8% |
| 3M | -3.2% | -39.9% | +36.7% | -11.1% |
| 6M | +20.3% | -66.9% | +87.2% | +0.6% |
| YTD | +79.6% | -50.1% | +129.7% | +67.3% |
| 1Y | +139.0% | -68.3% | +207.3% | +108.8% |
| 3Y | +644.6% | -95.0% | +739.6% | +535.2% |
| 5Y | +1,024.4% | -99.7% | +1,124.0% | +643.1% |
| All | +2,826.7% | -100.0% | +2,926.7% | +1,441.9% |
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 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