+48.2%
VRTX vs UVXY
-94.4%
+142.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.4% | -0.9% |
| 7D | -7.8% | +11.0% | -18.8% | -7.1% |
| 30D | -2.8% | -8.8% | +5.9% | -3.4% |
| 3M | +18.1% | -41.9% | +60.0% | +14.0% |
| 6M | +3.1% | -61.2% | +64.3% | -2.5% |
| YTD | +13.5% | -46.2% | +59.7% | +10.7% |
| 1Y | +32.4% | -65.2% | +97.6% | +26.2% |
| All | +48.2% | -94.4% | +142.6% | +34.5% |
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