+644.7%
EW vs UVXY
-100.0%
+744.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -3.3% |
| 7D | -4.4% | -4.7% | +0.3% | -4.9% |
| 30D | -3.3% | -17.1% | +13.7% | -5.1% |
| 3M | +1.0% | -39.9% | +40.9% | -3.5% |
| 6M | +6.2% | -66.9% | +73.1% | -3.3% |
| YTD | +1.7% | -50.1% | +51.8% | -2.5% |
| 1Y | +8.1% | -68.3% | +76.4% | +0.1% |
| 3Y | +17.1% | -95.0% | +112.0% | +2.0% |
| 5Y | -29.4% | -99.7% | +70.3% | -47.8% |
| 10Y | +121.7% | -100.0% | +221.7% | +25.6% |
| All | +644.7% | -100.0% | +744.7% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling