+495.0%
FIX vs UVXY
-94.3%
+589.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.8% |
| 7D | -13.9% | -3.3% | -10.6% | -12.0% |
| 30D | -35.5% | +12.0% | -47.6% | -30.9% |
| 3M | -33.9% | -15.5% | -18.4% | -33.3% |
| 6M | -43.3% | -49.4% | +6.1% | -47.8% |
| YTD | +18.7% | -49.1% | +67.8% | +14.8% |
| 1Y | +13.8% | -63.7% | +77.5% | +3.7% |
| 3Y | +495.0% | -94.1% | +589.1% | +473.1% |
| All | +495.0% | -94.3% | +589.3% | +473.1% |
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