+57.7%
GEV vs UVXY
-70.9%
+128.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | +0.2% |
| 7D | +3.3% | -5.0% | +8.3% | +2.1% |
| 30D | -7.5% | -20.5% | +13.1% | -12.5% |
| 3M | -2.2% | -36.6% | +34.4% | -10.9% |
| 6M | +12.1% | -56.9% | +69.0% | -3.5% |
| YTD | +44.4% | -51.2% | +95.6% | +30.0% |
| 1Y | +57.7% | -69.8% | +127.4% | +30.3% |
| All | +57.7% | -70.9% | +128.5% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling