+35.5%
D vs UVXY
-100.0%
+135.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.2% | +0.1% |
| 7D | -1.6% | +11.0% | -12.6% | -1.2% |
| 30D | -3.5% | -8.8% | +5.3% | -3.9% |
| 3M | -1.6% | -41.9% | +40.3% | -3.7% |
| 6M | +5.8% | -61.2% | +67.0% | +2.2% |
| YTD | +14.5% | -46.2% | +60.7% | +12.6% |
| 1Y | +14.2% | -65.2% | +79.4% | +10.6% |
| 3Y | +59.0% | -94.6% | +153.6% | +49.0% |
| 5Y | +5.4% | -99.7% | +105.1% | -9.6% |
| All | +35.5% | -100.0% | +135.5% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling