+1,088.3%
VST vs UVXY
-100.0%
+1,188.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +1.4% |
| 7D | +19.2% | -26.5% | +45.7% | +14.8% |
| 30D | -17.2% | +8.8% | -26.0% | -14.2% |
| 3M | -8.1% | -14.7% | +6.5% | -7.7% |
| 6M | -8.1% | -51.5% | +43.3% | -13.5% |
| YTD | -16.3% | -51.7% | +35.5% | -18.8% |
| 1Y | -24.1% | -65.7% | +41.6% | -29.3% |
| 3Y | +300.2% | -94.4% | +394.6% | +264.0% |
| 5Y | +645.9% | -99.5% | +745.5% | +480.4% |
| 10Y | +1,152.2% | -100.0% | +1,252.2% | +621.8% |
| All | +1,088.3% | -100.0% | +1,188.3% | +582.3% |
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