+158.8%
B vs UVXY
-99.7%
+258.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +1.3% |
| 7D | +1.0% | +2.3% | -1.2% | +1.2% |
| 30D | +9.5% | -15.0% | +24.5% | +8.5% |
| 3M | +14.3% | -39.8% | +54.2% | +11.3% |
| 6M | -1.9% | -60.0% | +58.2% | -6.0% |
| YTD | +4.1% | -48.8% | +52.9% | +1.6% |
| 1Y | +56.1% | -67.3% | +123.4% | +49.8% |
| 3Y | +202.0% | -94.8% | +296.8% | +184.8% |
| 5Y | +158.8% | -99.7% | +258.5% | +127.6% |
| All | +158.8% | -99.7% | +258.5% | +127.6% |
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