+147.3%
VXUS vs UVXY
-100.0%
+247.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +0.3% |
| 7D | -1.4% | +2.8% | -4.2% | -1.1% |
| 30D | -0.5% | -11.4% | +10.9% | -1.6% |
| 3M | +2.6% | -41.5% | +44.1% | -2.3% |
| 6M | +10.9% | -61.0% | +71.9% | +2.5% |
| YTD | +16.1% | -49.8% | +66.0% | +11.5% |
| 1Y | +22.3% | -66.4% | +88.7% | +14.0% |
| 3Y | +72.0% | -94.8% | +166.8% | +50.9% |
| 5Y | +54.1% | -99.7% | +153.8% | +11.5% |
| All | +147.3% | -100.0% | +247.3% | +36.5% |
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