+462.3%
VT vs UVXY
-100.0%
+562.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | +0.1% |
| 7D | +0.4% | -5.0% | +5.4% | -0.1% |
| 30D | +1.0% | -20.5% | +21.5% | -1.4% |
| 3M | +2.4% | -36.6% | +39.0% | -1.7% |
| 6M | +12.0% | -56.9% | +68.9% | +4.7% |
| YTD | +15.3% | -51.2% | +66.5% | +10.1% |
| 1Y | +22.6% | -69.8% | +92.4% | +12.6% |
| 3Y | +74.7% | -95.1% | +169.7% | +52.4% |
| 5Y | +66.1% | -99.7% | +165.8% | +22.1% |
| 10Y | +225.0% | -100.0% | +325.0% | +77.2% |
| All | +462.3% | -100.0% | +562.3% | +31.3% |
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