+155.8%
EXC vs UVXY
-100.0%
+255.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.2% | -0.9% |
| 7D | -1.1% | +2.8% | -3.9% | -0.9% |
| 30D | -3.6% | -11.4% | +7.7% | -4.3% |
| 3M | -4.3% | -41.5% | +37.3% | -7.1% |
| 6M | -9.9% | -61.0% | +51.1% | -14.3% |
| YTD | +1.8% | -49.8% | +51.6% | -1.1% |
| 1Y | +2.9% | -66.4% | +69.3% | -1.9% |
| 3Y | +19.1% | -94.8% | +113.9% | +7.7% |
| 5Y | +44.8% | -99.7% | +144.5% | +12.2% |
| All | +155.8% | -100.0% | +255.8% | +54.4% |
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