-99.2%
UVIX price history and return analytics
+74.0%
-173.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +2.8% |
| 7D | -30.2% | +2.4% | -32.5% | -12.0% |
| 30D | +3.1% | -1.5% | +4.6% | +13.9% |
| 3M | -23.1% | -4.1% | -18.9% | -29.0% |
| 6M | -66.0% | +0.6% | -66.6% | -52.1% |
| YTD | -68.4% | +11.0% | -79.4% | +19.5% |
| 1Y | -82.7% | +13.3% | -96.0% | -19.2% |
| 3Y | -99.2% | +73.4% | -172.6% | +57.8% |
| All | -99.2% | +74.0% | -173.2% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling