+1,216.9%
VST vs UVXY
-100.0%
+1,316.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.6% |
| 7D | +8.9% | -5.0% | +13.9% | +8.2% |
| 30D | +6.2% | -20.5% | +26.7% | +3.0% |
| 3M | -2.7% | -36.6% | +33.9% | -7.5% |
| 6M | -8.4% | -56.9% | +48.6% | -15.7% |
| YTD | -7.2% | -51.2% | +44.0% | -12.2% |
| 1Y | -20.9% | -69.8% | +48.9% | -28.6% |
| 3Y | +384.0% | -95.1% | +479.0% | +328.5% |
| 5Y | +757.1% | -99.7% | +856.7% | +533.1% |
| All | +1,216.9% | -100.0% | +1,316.9% | +637.9% |
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