+1.5%
F vs UVXY
-53.5%
+55.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.2% | -2.5% |
| 7D | -3.9% | -26.5% | +22.6% | -5.8% |
| 30D | -0.5% | +8.8% | -9.3% | +2.0% |
| 3M | -12.9% | -14.7% | +1.7% | -13.8% |
| 6M | +1.5% | -51.5% | +53.0% | -9.2% |
| All | +1.5% | -53.5% | +55.0% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling