+219.2%
VT vs UVXY
-100.0%
+319.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.6% |
| 7D | -0.1% | -3.3% | +3.2% | +0.9% |
| 30D | -3.1% | +12.0% | -15.1% | 0.0% |
| 3M | -3.5% | -15.5% | +12.0% | -3.4% |
| 6M | +0.5% | -49.4% | +49.8% | -4.4% |
| YTD | +10.8% | -49.1% | +59.9% | +8.0% |
| 1Y | +11.9% | -63.7% | +75.6% | +5.4% |
| 3Y | +73.0% | -94.1% | +167.1% | +52.9% |
| 5Y | +58.6% | -99.6% | +158.2% | +17.7% |
| 10Y | +219.2% | -100.0% | +319.2% | +81.2% |
| All | +219.2% | -100.0% | +319.2% | +81.2% |
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