+518.1%
GE vs UVXY
-100.0%
+618.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -0.4% |
| 7D | +1.2% | -4.7% | +5.9% | +0.6% |
| 30D | -9.5% | -17.1% | +7.6% | -11.5% |
| 3M | +4.1% | -39.9% | +44.1% | -1.5% |
| 6M | +3.9% | -66.9% | +70.8% | -7.1% |
| YTD | +9.0% | -50.1% | +59.1% | +3.8% |
| 1Y | +21.9% | -68.3% | +90.3% | +11.3% |
| 3Y | +281.8% | -95.0% | +376.8% | +230.6% |
| 5Y | +436.7% | -99.7% | +536.4% | +283.4% |
| 10Y | +151.5% | -100.0% | +251.5% | +36.6% |
| All | +518.1% | -100.0% | +618.1% | +42.6% |
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 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