+254.0%
VXUS vs UVXY
-100.0%
+354.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.6% |
| 7D | +1.0% | -5.0% | +6.0% | +0.5% |
| 30D | +2.2% | -20.5% | +22.7% | -0.1% |
| 3M | +3.0% | -36.6% | +39.5% | -0.9% |
| 6M | +10.7% | -56.9% | +67.6% | +3.9% |
| YTD | +17.8% | -51.2% | +69.1% | +12.8% |
| 1Y | +27.6% | -69.8% | +97.4% | +17.7% |
| 3Y | +73.3% | -95.1% | +168.4% | +51.4% |
| 5Y | +54.3% | -99.7% | +154.0% | +13.7% |
| 10Y | +149.8% | -100.0% | +249.8% | +34.8% |
| All | +254.0% | -100.0% | +354.0% | -24.6% |
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