+252.7%
VXUS vs UVXY
-100.0%
+352.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.1% |
| 7D | +1.6% | -4.7% | +6.3% | +1.1% |
| 30D | +1.0% | -17.1% | +18.1% | -0.8% |
| 3M | +5.7% | -39.9% | +45.6% | +1.0% |
| 6M | +13.6% | -66.9% | +80.4% | +3.6% |
| YTD | +17.4% | -50.1% | +67.5% | +12.7% |
| 1Y | +25.1% | -68.3% | +93.4% | +15.9% |
| 3Y | +75.8% | -95.0% | +170.8% | +53.9% |
| 5Y | +55.4% | -99.7% | +155.0% | +14.4% |
| 10Y | +146.4% | -100.0% | +246.4% | +34.2% |
| All | +252.7% | -100.0% | +352.7% | -24.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling