+3,601.2%
FIX vs UVXY
-100.0%
+3,701.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -2.1% |
| 7D | +16.9% | -26.5% | +43.4% | +11.9% |
| 30D | -30.6% | +8.8% | -39.5% | -27.1% |
| 3M | -35.1% | -14.7% | -20.4% | -34.3% |
| 6M | -44.0% | -51.5% | +7.5% | -47.4% |
| YTD | +21.0% | -51.7% | +72.8% | +18.1% |
| 1Y | +16.2% | -65.7% | +81.8% | +8.3% |
| 3Y | +506.9% | -94.4% | +601.3% | +442.5% |
| 5Y | +1,051.1% | -99.5% | +1,150.6% | +746.5% |
| All | +3,601.2% | -100.0% | +3,701.2% | +1,692.3% |
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