+49.1%
D vs UVXY
-100.0%
+149.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.4% |
| 7D | -1.4% | -22.1% | +20.7% | -2.3% |
| 30D | +7.7% | +8.2% | -0.4% | +8.7% |
| 3M | -0.3% | -12.3% | +12.0% | -0.2% |
| 6M | +10.1% | -51.0% | +61.1% | +7.6% |
| YTD | +19.1% | -49.9% | +69.0% | +17.5% |
| 1Y | +15.9% | -67.7% | +83.6% | +12.2% |
| 3Y | +75.0% | -94.1% | +169.1% | +64.7% |
| 5Y | +13.4% | -99.5% | +112.9% | -0.9% |
| All | +49.1% | -100.0% | +149.1% | +18.5% |
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