+606.9%
GEV vs UVXY
-87.5%
+694.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.2% | -8.0% | -1.8% |
| 7D | -1.9% | +11.0% | -12.9% | +0.4% |
| 30D | -8.7% | -8.8% | +0.1% | -10.2% |
| 3M | +6.6% | -41.9% | +48.5% | -3.2% |
| 6M | +10.2% | -61.2% | +71.4% | -5.6% |
| YTD | +41.6% | -46.2% | +87.8% | +32.6% |
| 1Y | +43.9% | -65.2% | +109.1% | +26.9% |
| All | +606.9% | -87.5% | +694.4% | +587.7% |
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 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