+61.6%
AG vs UVXY
-100.0%
+161.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.8% | +3.8% | -3.6% |
| 7D | -6.7% | +2.8% | -9.5% | -6.4% |
| 30D | +2.2% | -11.4% | +13.5% | +1.2% |
| 3M | +15.7% | -41.5% | +57.2% | +11.0% |
| 6M | -23.8% | -61.0% | +37.3% | -28.5% |
| YTD | +17.6% | -49.8% | +67.5% | +14.1% |
| 1Y | +88.6% | -66.4% | +155.1% | +78.7% |
| 3Y | +253.4% | -94.8% | +348.2% | +224.1% |
| 5Y | +62.4% | -99.7% | +162.1% | +30.8% |
| All | +61.6% | -100.0% | +161.6% | +5.0% |
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