+164.6%
EXC vs UVXY
-100.0%
+264.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.0% |
| 7D | +0.3% | -5.0% | +5.3% | 0.0% |
| 30D | -3.7% | -20.5% | +16.8% | -5.0% |
| 3M | -1.3% | -36.6% | +35.3% | -3.6% |
| 6M | -9.7% | -56.9% | +47.2% | -13.2% |
| YTD | +2.9% | -51.2% | +54.1% | 0.0% |
| 1Y | +4.4% | -69.8% | +74.2% | -0.9% |
| 3Y | +22.2% | -95.1% | +117.3% | +11.2% |
| 5Y | +46.7% | -99.7% | +146.4% | +18.8% |
| 10Y | +155.3% | -100.0% | +255.3% | +70.3% |
| All | +164.6% | -100.0% | +264.6% | +23.0% |
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