+20.6%
EXC vs UVXY
-94.7%
+115.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.6% |
| 7D | +0.3% | +2.3% | -1.9% | +0.3% |
| 30D | -0.9% | -15.0% | +14.2% | -0.9% |
| 3M | -2.7% | -39.8% | +37.1% | -2.7% |
| 6M | -9.4% | -60.0% | +50.7% | -9.5% |
| YTD | +3.0% | -48.8% | +51.9% | +3.0% |
| 1Y | +5.1% | -67.3% | +72.4% | +4.8% |
| All | +20.6% | -94.7% | +115.3% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling