+407.0%
AXP vs UVXY
-100.0%
+507.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +1.4% |
| 7D | -0.1% | -22.1% | +21.9% | -3.5% |
| 30D | +4.4% | +8.2% | -3.7% | +8.1% |
| 3M | -6.4% | -12.3% | +5.9% | -6.0% |
| 6M | +4.2% | -51.0% | +55.1% | -3.4% |
| YTD | -12.4% | -49.9% | +37.6% | -15.7% |
| 1Y | -11.1% | -67.7% | +56.6% | -19.7% |
| 3Y | +114.9% | -94.1% | +209.0% | +84.1% |
| 5Y | +87.4% | -99.5% | +186.9% | +30.5% |
| All | +407.0% | -100.0% | +507.0% | +164.4% |
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 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