+20,658.1%
FIX vs UVXY
-100.0%
+20,758.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.0% |
| 7D | +6.0% | -5.0% | +11.0% | +5.3% |
| 30D | -7.2% | -20.5% | +13.3% | -10.4% |
| 3M | -15.9% | -36.6% | +20.7% | -20.2% |
| 6M | +12.7% | -56.9% | +69.7% | +3.6% |
| YTD | +72.8% | -51.2% | +124.0% | +63.6% |
| 1Y | +122.9% | -69.8% | +192.7% | +100.8% |
| 3Y | +774.3% | -95.1% | +869.4% | +661.8% |
| 5Y | +2,049.5% | -99.7% | +2,149.1% | +1,406.8% |
| 10Y | +5,821.5% | -100.0% | +5,921.5% | +2,671.1% |
| All | +20,658.1% | -100.0% | +20,758.1% | +2,220.8% |
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