+228.7%
VTV vs UVXY
-100.0%
+328.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | 0.0% |
| 7D | -1.1% | +2.8% | -3.9% | -0.8% |
| 30D | -1.0% | -11.4% | +10.3% | -2.1% |
| 3M | +4.6% | -41.5% | +46.2% | -0.3% |
| 6M | +13.5% | -61.0% | +74.6% | +4.8% |
| YTD | +18.5% | -49.8% | +68.3% | +13.6% |
| 1Y | +22.9% | -66.4% | +89.3% | +14.3% |
| 3Y | +67.8% | -94.8% | +162.6% | +46.9% |
| 5Y | +81.8% | -99.7% | +181.5% | +30.7% |
| All | +228.7% | -100.0% | +328.7% | +84.4% |
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