+74.0%
ALB vs UVXY
-100.0%
+174.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.8% | +3.3% | -4.6% |
| 7D | -6.6% | +2.8% | -9.4% | -6.1% |
| 30D | -8.1% | -11.4% | +3.2% | -9.9% |
| 3M | -25.7% | -41.5% | +15.8% | -31.6% |
| 6M | -29.5% | -61.0% | +31.6% | -38.2% |
| YTD | -16.2% | -49.8% | +33.6% | -21.7% |
| 1Y | +59.2% | -66.4% | +125.7% | +42.1% |
| 3Y | -33.7% | -94.8% | +61.0% | -44.5% |
| 5Y | -48.1% | -99.7% | +51.6% | -66.5% |
| All | +74.0% | -100.0% | +174.0% | -17.3% |
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