+351.7%
VST vs UVXY
-95.2%
+446.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.7% |
| 7D | +8.9% | -5.0% | +13.9% | +7.8% |
| 30D | +6.2% | -20.5% | +26.7% | +1.4% |
| 3M | -2.7% | -36.6% | +33.9% | -10.1% |
| 6M | -8.4% | -56.9% | +48.6% | -19.5% |
| YTD | -7.2% | -51.2% | +44.0% | -14.8% |
| 1Y | -20.9% | -69.8% | +48.9% | -32.7% |
| All | +351.7% | -95.2% | +446.9% | +289.0% |
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