-81.2%
UVIX price history and return analytics
+19.6%
-100.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.9% | -10.0% | -3.6% |
| 7D | +3.5% | -1.1% | +4.6% | -2.6% |
| 30D | -15.6% | -1.0% | -14.6% | -19.5% |
| 3M | -53.1% | +3.2% | -56.2% | -38.7% |
| 6M | -74.0% | +12.5% | -86.4% | -27.6% |
| YTD | -65.7% | +14.1% | -79.8% | +19.7% |
| 1Y | -81.2% | +18.9% | -100.1% | -0.4% |
| All | -81.2% | +19.6% | -100.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling