+208.2%
VTR vs UVXY
-100.0%
+308.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | -1.1% |
| 7D | -0.3% | +2.8% | -3.1% | 0.0% |
| 30D | +1.1% | -11.4% | +12.5% | +0.1% |
| 3M | +7.9% | -41.5% | +49.4% | +3.4% |
| 6M | +6.2% | -61.0% | +67.2% | -1.0% |
| YTD | +17.7% | -49.8% | +67.6% | +13.2% |
| 1Y | +32.9% | -66.4% | +99.3% | +24.3% |
| 3Y | +129.7% | -94.8% | +224.5% | +102.4% |
| 5Y | +89.3% | -99.7% | +189.0% | +40.8% |
| 10Y | +99.1% | -100.0% | +199.1% | +17.5% |
| All | +208.2% | -100.0% | +308.2% | -5.2% |
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 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