+136.1%
C vs UVXY
-99.6%
+235.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +1.3% |
| 7D | +0.3% | +11.0% | -10.8% | +1.9% |
| 30D | +2.0% | -8.8% | +10.8% | +0.7% |
| 3M | +4.4% | -41.9% | +46.3% | -3.2% |
| 6M | +28.3% | -61.2% | +89.5% | +13.9% |
| YTD | +20.5% | -46.2% | +66.7% | +14.7% |
| 1Y | +45.5% | -65.2% | +110.8% | +32.1% |
| 3Y | +274.0% | -94.6% | +368.6% | +217.2% |
| 5Y | +136.1% | -99.7% | +235.8% | +51.2% |
| All | +136.1% | -99.6% | +235.8% | +51.2% |
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