+72.6%
VZ vs UVXY
-100.0%
+172.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.3% |
| 7D | +1.5% | -22.1% | +23.5% | +0.6% |
| 30D | +4.4% | +8.2% | -3.8% | +5.2% |
| 3M | -2.4% | -12.3% | +10.0% | -2.3% |
| 6M | +1.4% | -51.0% | +52.4% | -0.8% |
| YTD | +21.4% | -49.9% | +71.3% | +19.8% |
| 1Y | +20.3% | -67.7% | +88.0% | +16.5% |
| 3Y | +57.4% | -94.1% | +151.5% | +48.0% |
| 5Y | +21.9% | -99.5% | +121.5% | +5.8% |
| All | +72.6% | -100.0% | +172.6% | +33.5% |
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