+14,253.0%
FIX vs UVXY
-100.0%
+14,353.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -0.8% |
| 7D | +9.4% | -22.1% | +31.5% | +6.1% |
| 30D | -27.8% | +8.2% | -36.0% | -24.5% |
| 3M | -35.6% | -12.3% | -23.2% | -34.5% |
| 6M | -45.2% | -51.0% | +5.8% | -48.2% |
| YTD | +19.5% | -49.9% | +69.4% | +17.7% |
| 1Y | +24.2% | -67.7% | +92.0% | +15.4% |
| 3Y | +494.2% | -94.1% | +588.3% | +440.8% |
| 5Y | +1,036.1% | -99.5% | +1,135.7% | +757.6% |
| 10Y | +3,599.0% | -100.0% | +3,699.0% | +1,725.8% |
| All | +14,253.0% | -100.0% | +14,353.0% | +1,569.3% |
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