+117.8%
EW vs UVXY
-100.0%
+217.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +4.0% | -3.5% |
| 7D | -6.2% | +2.8% | -8.9% | -5.8% |
| 30D | -9.3% | -11.4% | +2.0% | -10.4% |
| 3M | -1.6% | -41.5% | +39.9% | -6.7% |
| 6M | -0.8% | -61.0% | +60.2% | -9.1% |
| YTD | -1.0% | -49.8% | +48.8% | -5.5% |
| 1Y | +8.2% | -66.4% | +74.6% | 0.0% |
| 3Y | +12.7% | -94.8% | +107.5% | -3.0% |
| 5Y | -30.2% | -99.7% | +69.5% | -51.3% |
| All | +117.8% | -100.0% | +217.8% | +11.1% |
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