+25.9%
VZ vs UVXY
-99.7%
+125.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.6% |
| 7D | +0.2% | -4.7% | +4.9% | +0.1% |
| 30D | +7.1% | -17.1% | +24.2% | +6.7% |
| 3M | +12.8% | -39.9% | +52.8% | +11.7% |
| 6M | +1.8% | -66.9% | +68.7% | -0.4% |
| YTD | +30.0% | -50.1% | +80.1% | +28.8% |
| 1Y | +24.3% | -68.3% | +92.6% | +21.9% |
| 3Y | +84.3% | -95.0% | +179.3% | +74.5% |
| 5Y | +25.9% | -99.7% | +125.6% | +8.8% |
| All | +25.9% | -99.7% | +125.6% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling