+467.1%
AXP vs UVXY
-100.0%
+567.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -0.9% |
| 7D | -2.5% | +2.3% | -4.8% | -2.1% |
| 30D | -5.0% | -15.0% | +10.0% | -7.3% |
| 3M | +1.4% | -39.8% | +41.2% | -5.3% |
| 6M | +6.0% | -60.0% | +66.0% | -5.5% |
| YTD | -12.3% | -48.8% | +36.5% | -17.3% |
| 1Y | +0.3% | -67.3% | +67.6% | -10.0% |
| 3Y | +111.7% | -94.8% | +206.5% | +77.1% |
| 5Y | +114.5% | -99.7% | +214.2% | +40.5% |
| 10Y | +467.1% | -100.0% | +567.1% | +168.9% |
| All | +467.1% | -100.0% | +567.1% | +168.9% |
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