-50.0%
VTRS vs UVXY
-100.0%
+50.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | 0.0% |
| 7D | -2.2% | +2.8% | -5.0% | -1.8% |
| 30D | +3.3% | -11.4% | +14.7% | +2.0% |
| 3M | +2.0% | -41.5% | +43.5% | -3.9% |
| 6M | +19.9% | -61.0% | +81.0% | +9.2% |
| YTD | +35.7% | -49.8% | +85.6% | +29.2% |
| 1Y | +68.1% | -66.4% | +134.5% | +54.6% |
| 3Y | +87.1% | -94.8% | +181.9% | +59.9% |
| 5Y | +47.6% | -99.7% | +147.3% | +0.5% |
| All | -50.0% | -100.0% | +50.0% | -76.1% |
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