+32.6%
B vs UVXY
-100.0%
+132.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -1.6% | -5.0% | +3.4% | -1.8% |
| 30D | +9.4% | -20.5% | +30.0% | +8.5% |
| 3M | +5.0% | -36.6% | +41.6% | +3.6% |
| 6M | -3.5% | -56.9% | +53.4% | -5.7% |
| YTD | +4.5% | -51.2% | +55.7% | +2.9% |
| 1Y | +67.8% | -69.8% | +137.6% | +63.2% |
| 3Y | +196.7% | -95.1% | +291.8% | +184.3% |
| 5Y | +151.9% | -99.7% | +251.6% | +129.3% |
| 10Y | +202.2% | -100.0% | +302.2% | +147.4% |
| All | +32.6% | -100.0% | +132.6% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling