+147.5%
GE vs UVXY
-100.0%
+247.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -1.1% |
| 7D | -4.0% | +2.8% | -6.8% | -3.5% |
| 30D | -11.4% | -11.4% | 0.0% | -12.8% |
| 3M | -2.6% | -41.5% | +38.9% | -9.1% |
| 6M | -0.3% | -61.0% | +60.7% | -10.6% |
| YTD | +5.4% | -49.8% | +55.2% | -0.4% |
| 1Y | +15.5% | -66.4% | +82.0% | +4.8% |
| 3Y | +260.8% | -94.8% | +355.5% | +205.2% |
| 5Y | +421.6% | -99.7% | +521.3% | +242.3% |
| All | +147.5% | -100.0% | +247.5% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling