+8.2%
EW vs UVXY
-66.8%
+75.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +4.0% | -3.3% |
| 7D | -6.2% | +2.8% | -8.9% | -5.9% |
| 30D | -9.3% | -11.4% | +2.0% | -10.2% |
| 3M | -1.6% | -41.5% | +39.9% | -5.9% |
| 6M | -0.8% | -61.0% | +60.2% | -7.9% |
| YTD | -1.0% | -49.8% | +48.8% | -4.9% |
| 1Y | +8.2% | -66.4% | +74.6% | +1.2% |
| All | +8.2% | -66.8% | +75.0% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling