+1,232.7%
VST vs UVXY
-100.0%
+1,332.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.1% |
| 7D | +5.3% | +2.3% | +3.0% | +5.7% |
| 30D | +5.8% | -15.0% | +20.8% | +3.6% |
| 3M | +3.5% | -39.8% | +43.3% | -2.4% |
| 6M | -7.4% | -60.0% | +52.6% | -16.2% |
| YTD | -6.1% | -48.8% | +42.8% | -10.5% |
| 1Y | -21.6% | -67.3% | +45.7% | -28.5% |
| 3Y | +357.2% | -94.8% | +452.0% | +307.2% |
| 5Y | +777.0% | -99.7% | +876.7% | +547.6% |
| All | +1,232.7% | -100.0% | +1,332.7% | +651.8% |
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