+632.4%
GEV vs UVXY
-88.3%
+720.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.8% | +10.4% | +2.2% |
| 7D | +1.6% | +2.8% | -1.2% | +2.4% |
| 30D | -7.9% | -11.4% | +3.4% | -10.0% |
| 3M | +5.6% | -41.5% | +47.1% | -4.0% |
| 6M | +13.1% | -61.0% | +74.1% | -3.1% |
| YTD | +46.7% | -49.8% | +96.6% | +35.5% |
| 1Y | +51.3% | -66.4% | +117.7% | +32.5% |
| All | +632.4% | -88.3% | +720.7% | +602.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling