+999.8%
VUG vs UVXY
-100.0%
+1,099.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.1% |
| 7D | +0.9% | -4.7% | +5.6% | +0.3% |
| 30D | -1.4% | -17.1% | +15.6% | -3.5% |
| 3M | +2.3% | -39.9% | +42.3% | -2.9% |
| 6M | +15.7% | -66.9% | +82.5% | +3.8% |
| YTD | +8.6% | -50.1% | +58.7% | +3.5% |
| 1Y | +14.1% | -68.3% | +82.4% | +4.5% |
| 3Y | +87.9% | -95.0% | +182.9% | +63.7% |
| 5Y | +76.3% | -99.7% | +176.0% | +28.6% |
| 10Y | +409.7% | -100.0% | +509.7% | +181.6% |
| All | +999.8% | -100.0% | +1,099.8% | +187.1% |
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 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