+15,779.8%
AVGO vs UVXY
-100.0%
+15,879.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -0.7% |
| 7D | -0.8% | +2.3% | -3.1% | -0.4% |
| 30D | -13.7% | -15.0% | +1.3% | -15.9% |
| 3M | -6.9% | -39.8% | +32.9% | -13.2% |
| 6M | +5.8% | -60.0% | +65.8% | -5.8% |
| YTD | +5.7% | -48.8% | +54.5% | -0.3% |
| 1Y | +9.0% | -67.3% | +76.3% | -2.1% |
| 3Y | +340.5% | -94.8% | +435.4% | +280.5% |
| 5Y | +711.1% | -99.7% | +810.7% | +454.1% |
| 10Y | +2,856.4% | -100.0% | +2,956.4% | +1,272.5% |
| All | +15,779.8% | -100.0% | +15,879.8% | +3,282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling