+414.3%
VUG vs UVXY
-100.0%
+514.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | 0.0% |
| 7D | -0.5% | +2.8% | -3.3% | 0.0% |
| 30D | -1.0% | -11.4% | +10.4% | -2.4% |
| 3M | +3.5% | -41.5% | +45.0% | -3.0% |
| 6M | +14.2% | -61.0% | +75.2% | +2.8% |
| YTD | +8.5% | -49.8% | +58.3% | +2.8% |
| 1Y | +12.9% | -66.4% | +79.3% | +2.8% |
| 3Y | +85.6% | -94.8% | +180.4% | +58.4% |
| 5Y | +78.1% | -99.7% | +177.8% | +20.8% |
| All | +414.3% | -100.0% | +514.3% | +167.0% |
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