+1,103.8%
VRTX vs UVXY
-100.0%
+1,203.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.2% |
| 7D | -6.4% | +2.3% | -8.7% | -6.1% |
| 30D | -0.5% | -15.0% | +14.5% | -2.2% |
| 3M | +16.9% | -39.8% | +56.7% | +11.1% |
| 6M | +13.1% | -60.0% | +73.1% | +3.7% |
| YTD | +14.9% | -48.8% | +63.8% | +9.7% |
| 1Y | +31.4% | -67.3% | +98.7% | +20.6% |
| 3Y | +51.9% | -94.8% | +146.7% | +30.0% |
| 5Y | +177.1% | -99.7% | +276.7% | +91.0% |
| 10Y | +456.3% | -100.0% | +556.3% | +152.3% |
| All | +1,103.8% | -100.0% | +1,203.8% | +166.5% |
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 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