+118.0%
AXP vs UVXY
-99.7%
+217.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +0.4% |
| 7D | +0.6% | -4.7% | +5.3% | -0.2% |
| 30D | -4.3% | -17.1% | +12.7% | -7.2% |
| 3M | +4.7% | -39.9% | +44.6% | -2.9% |
| 6M | +9.0% | -66.9% | +75.8% | -6.7% |
| YTD | -11.1% | -50.1% | +39.0% | -17.0% |
| 1Y | +1.3% | -68.3% | +69.6% | -10.5% |
| 3Y | +114.5% | -95.0% | +209.4% | +73.3% |
| 5Y | +118.0% | -99.7% | +217.7% | +27.8% |
| All | +118.0% | -99.7% | +217.7% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling