+165.5%
B vs UVXY
-94.2%
+259.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.3% | -0.3% |
| 7D | -7.3% | -22.1% | +14.7% | -9.1% |
| 30D | -3.3% | +8.2% | -11.5% | -1.4% |
| 3M | -7.8% | -12.3% | +4.6% | -7.3% |
| 6M | -15.5% | -51.0% | +35.4% | -18.2% |
| YTD | -12.3% | -49.9% | +37.7% | -13.8% |
| 1Y | +5.4% | -67.7% | +73.1% | +0.8% |
| 3Y | +165.5% | -94.1% | +259.6% | +165.1% |
| All | +165.5% | -94.2% | +259.8% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling