+442.6%
VT vs UVXY
-100.0%
+542.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -20.2% | +22.8% | +0.4% |
| 7D | +0.4% | -5.6% | +6.0% | +1.1% |
| 30D | -2.6% | +12.8% | -15.4% | +0.4% |
| 3M | -3.2% | -14.8% | +11.6% | -3.1% |
| 6M | +0.9% | -49.0% | +49.9% | -3.5% |
| YTD | +11.3% | -48.8% | +60.1% | +8.8% |
| 1Y | +14.0% | -66.4% | +80.4% | +7.0% |
| 3Y | +75.8% | -94.4% | +170.3% | +56.4% |
| 5Y | +57.8% | -99.5% | +157.4% | +21.3% |
| 10Y | +219.8% | -100.0% | +319.8% | +80.0% |
| All | +442.6% | -100.0% | +542.6% | +29.8% |
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