+24.2%
FIX vs UVXY
-65.0%
+89.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -0.3% |
| 7D | +9.4% | -22.1% | +31.5% | +2.9% |
| 30D | -27.8% | +8.2% | -36.0% | -21.7% |
| 3M | -35.6% | -12.3% | -23.2% | -34.3% |
| 6M | -45.2% | -51.0% | +5.8% | -51.9% |
| YTD | +19.5% | -49.9% | +69.4% | +9.7% |
| 1Y | +24.2% | -67.7% | +92.0% | -2.5% |
| All | +24.2% | -65.0% | +89.3% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling