+191.8%
F vs UVXY
-100.0%
+291.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +5.3% | -5.0% | +10.3% | +4.7% |
| 30D | +4.6% | -20.5% | +25.1% | +1.7% |
| 3M | -3.7% | -36.6% | +32.9% | -8.3% |
| 6M | +16.8% | -56.9% | +73.7% | +7.8% |
| YTD | +15.3% | -51.2% | +66.5% | +9.1% |
| 1Y | +31.0% | -69.8% | +100.8% | +18.4% |
| 3Y | +45.4% | -95.1% | +140.5% | +24.0% |
| 5Y | +54.7% | -99.7% | +154.3% | +9.4% |
| 10Y | +98.2% | -100.0% | +198.2% | +1.5% |
| All | +191.8% | -100.0% | +291.8% | -39.6% |
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