+2,770.9%
AVGO vs UVXY
-100.0%
+2,870.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | -0.9% |
| 7D | +1.1% | +2.8% | -1.7% | +1.7% |
| 30D | -13.0% | -11.4% | -1.6% | -14.8% |
| 3M | -6.0% | -41.5% | +35.5% | -13.8% |
| 6M | +6.4% | -61.0% | +67.4% | -7.4% |
| YTD | +5.0% | -49.8% | +54.8% | -2.2% |
| 1Y | +1.4% | -66.4% | +67.8% | -10.0% |
| 3Y | +336.8% | -94.8% | +431.6% | +268.0% |
| 5Y | +698.2% | -99.7% | +797.9% | +403.5% |
| All | +2,770.9% | -100.0% | +2,870.9% | +1,226.6% |
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