+178.4%
VZ vs UVXY
-100.0%
+278.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +2.4% | -3.3% | +5.7% | +2.7% |
| 30D | +11.2% | +12.0% | -0.8% | +12.4% |
| 3M | 0.0% | -15.5% | +15.5% | -0.2% |
| 6M | +1.3% | -49.4% | +50.7% | -1.0% |
| YTD | +21.3% | -49.1% | +70.4% | +19.5% |
| 1Y | +23.9% | -63.7% | +87.6% | +20.3% |
| 3Y | +57.7% | -94.1% | +151.8% | +47.6% |
| 5Y | +21.2% | -99.6% | +120.8% | +4.2% |
| 10Y | +70.6% | -100.0% | +170.6% | +21.5% |
| All | +178.4% | -100.0% | +278.4% | +30.4% |
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