+86.4%
F vs UVXY
-100.0%
+186.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | -0.3% |
| 7D | -4.4% | +2.8% | -7.2% | -4.0% |
| 30D | +1.0% | -11.4% | +12.4% | -0.5% |
| 3M | -4.0% | -41.5% | +37.5% | -10.4% |
| 6M | +18.1% | -61.0% | +79.1% | +5.7% |
| YTD | +10.2% | -49.8% | +60.0% | +4.1% |
| 1Y | +24.3% | -66.4% | +90.8% | +12.7% |
| 3Y | +38.1% | -94.8% | +132.8% | +15.9% |
| 5Y | +50.2% | -99.7% | +149.9% | -0.9% |
| All | +86.4% | -100.0% | +186.4% | -8.2% |
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