+1,083.1%
VST vs UVXY
-100.0%
+1,183.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -20.2% | +27.5% | +4.5% |
| 7D | -0.5% | -5.6% | +5.1% | +0.3% |
| 30D | -17.1% | +12.8% | -29.9% | -13.8% |
| 3M | -4.6% | -14.8% | +10.3% | -4.2% |
| 6M | -9.1% | -49.0% | +39.9% | -13.8% |
| YTD | -16.6% | -48.8% | +32.1% | -18.5% |
| 1Y | -29.5% | -66.4% | +37.0% | -34.5% |
| 3Y | +297.5% | -94.4% | +392.0% | +261.7% |
| 5Y | +654.5% | -99.5% | +754.1% | +487.9% |
| 10Y | +1,205.2% | -100.0% | +1,305.2% | +657.8% |
| All | +1,083.1% | -100.0% | +1,183.1% | +584.4% |
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