+790.7%
FIX vs UVXY
-95.1%
+885.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.9% |
| 7D | +6.1% | -4.7% | +10.8% | +4.9% |
| 30D | -2.7% | -17.1% | +14.4% | -6.5% |
| 3M | -10.9% | -39.9% | +29.0% | -18.9% |
| 6M | +29.0% | -66.9% | +95.9% | +6.8% |
| YTD | +76.9% | -50.1% | +127.0% | +62.9% |
| 1Y | +130.7% | -68.3% | +199.1% | +99.0% |
| 3Y | +790.7% | -95.0% | +885.6% | +677.1% |
| All | +790.7% | -95.1% | +885.8% | +677.1% |
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