+67.2%
F vs UVXY
-100.0%
+167.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.2% | -2.2% |
| 7D | -3.9% | -26.5% | +22.6% | -7.7% |
| 30D | -0.5% | +8.8% | -9.3% | +2.8% |
| 3M | -12.9% | -14.7% | +1.7% | -12.9% |
| 6M | +1.5% | -51.5% | +53.0% | -5.6% |
| YTD | -5.0% | -51.7% | +46.7% | -9.0% |
| 1Y | -7.3% | -65.7% | +58.3% | -15.0% |
| 3Y | +45.3% | -94.4% | +139.7% | +23.3% |
| 5Y | -15.8% | -99.5% | +83.8% | -41.2% |
| All | +67.2% | -100.0% | +167.2% | -14.9% |
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