+40.4%
EXC vs UVXY
-99.5%
+140.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.4% |
| 7D | +1.4% | -22.1% | +23.4% | +0.9% |
| 30D | +8.6% | +8.2% | +0.4% | +9.1% |
| 3M | +2.4% | -12.3% | +14.7% | +2.4% |
| 6M | +6.5% | -51.0% | +57.5% | +4.9% |
| YTD | +9.0% | -49.9% | +59.0% | +8.1% |
| 1Y | +4.6% | -67.7% | +72.3% | +2.3% |
| 3Y | +33.5% | -94.1% | +127.6% | +26.1% |
| All | +40.4% | -99.5% | +140.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling