+953.3%
ASX vs UVXY
-100.0%
+1,053.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -2.1% |
| 7D | +5.2% | +2.8% | +2.4% | +5.7% |
| 30D | +0.5% | -11.4% | +11.8% | -1.3% |
| 3M | +8.3% | -41.5% | +49.8% | +1.0% |
| 6M | +82.0% | -61.0% | +143.1% | +62.9% |
| YTD | +147.6% | -49.8% | +197.5% | +134.8% |
| 1Y | +258.8% | -66.4% | +325.3% | +226.0% |
| 3Y | +452.1% | -94.8% | +546.8% | +375.1% |
| 5Y | +441.7% | -99.7% | +541.4% | +267.8% |
| All | +953.3% | -100.0% | +1,053.3% | +438.6% |
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