+46.0%
F vs UVXY
-94.2%
+140.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.5% |
| 7D | -3.1% | -22.1% | +19.0% | -5.6% |
| 30D | 0.0% | +8.2% | -8.1% | +2.7% |
| 3M | -13.2% | -12.3% | -0.9% | -13.0% |
| 6M | -10.2% | -51.0% | +40.8% | -15.5% |
| YTD | -4.9% | -49.9% | +45.0% | -8.0% |
| 1Y | -6.1% | -67.7% | +61.6% | -13.5% |
| 3Y | +46.0% | -94.1% | +140.1% | +37.5% |
| All | +46.0% | -94.2% | +140.2% | +37.5% |
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