+222.3%
VT vs UVXY
-100.0%
+322.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.2% |
| 7D | +1.0% | -4.7% | +5.7% | +0.5% |
| 30D | -0.2% | -17.1% | +16.8% | -2.3% |
| 3M | +4.5% | -39.9% | +44.5% | -0.6% |
| 6M | +14.1% | -66.9% | +80.9% | +2.7% |
| YTD | +14.8% | -50.1% | +64.9% | +9.5% |
| 1Y | +21.2% | -68.3% | +89.5% | +11.2% |
| 3Y | +76.6% | -95.0% | +171.5% | +52.6% |
| 5Y | +66.6% | -99.7% | +166.3% | +18.9% |
| 10Y | +222.3% | -100.0% | +322.3% | +76.6% |
| All | +222.3% | -100.0% | +322.3% | +76.6% |
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