+14,156.0%
FIX vs UVXY
-100.0%
+14,256.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.8% |
| 7D | -13.9% | -3.3% | -10.6% | -12.5% |
| 30D | -35.5% | +12.0% | -47.6% | -32.3% |
| 3M | -33.9% | -15.5% | -18.4% | -33.3% |
| 6M | -43.3% | -49.4% | +6.1% | -46.2% |
| YTD | +18.7% | -49.1% | +67.8% | +17.0% |
| 1Y | +13.8% | -63.7% | +77.5% | +7.6% |
| 3Y | +495.0% | -94.1% | +589.1% | +440.8% |
| 5Y | +1,049.0% | -99.6% | +1,148.6% | +758.0% |
| 10Y | +3,644.4% | -100.0% | +3,744.4% | +1,738.6% |
| All | +14,156.0% | -100.0% | +14,256.0% | +1,559.2% |
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