+30.2%
VRTX vs UVXY
-70.8%
+101.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -14.1% | +17.6% | +2.5% |
| 7D | +3.7% | -6.3% | +9.9% | +3.3% |
| 30D | +9.0% | -2.7% | +11.7% | +9.1% |
| 3M | +14.7% | -29.9% | +44.6% | +12.1% |
| 6M | +27.7% | -56.5% | +84.2% | +20.8% |
| YTD | +21.1% | -54.8% | +75.9% | +15.7% |
| 1Y | +30.2% | -70.5% | +100.7% | +22.3% |
| All | +30.2% | -70.8% | +101.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling