+985.8%
ASX vs UVXY
-100.0%
+1,085.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.7% | -1.4% |
| 7D | +12.4% | -22.1% | +34.4% | +8.7% |
| 30D | -19.8% | +8.2% | -28.0% | -14.6% |
| 3M | -10.3% | -12.3% | +2.0% | -7.3% |
| 6M | +1.2% | -51.0% | +52.2% | -2.6% |
| YTD | +123.0% | -49.9% | +173.0% | +122.7% |
| 1Y | +145.4% | -67.7% | +213.2% | +130.3% |
| 3Y | +368.6% | -94.1% | +462.7% | +323.6% |
| 5Y | +486.0% | -99.5% | +585.6% | +337.1% |
| All | +985.8% | -100.0% | +1,085.8% | +478.9% |
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