+426.7%
VRTX vs UVXY
-100.0%
+526.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +6.9% | -0.5% |
| 7D | -5.6% | +2.8% | -8.4% | -5.3% |
| 30D | -2.0% | -11.4% | +9.4% | -3.0% |
| 3M | +15.8% | -41.5% | +57.3% | +10.2% |
| 6M | +4.7% | -61.0% | +65.7% | -3.4% |
| YTD | +13.7% | -49.8% | +63.5% | +8.9% |
| 1Y | +29.7% | -66.4% | +96.2% | +20.4% |
| 3Y | +48.4% | -94.8% | +143.2% | +29.3% |
| 5Y | +173.3% | -99.7% | +273.0% | +92.4% |
| All | +426.7% | -100.0% | +526.7% | +150.9% |
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 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