+217.8%
INTU vs UVXY
-100.0%
+317.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.8% | +9.6% | +1.8% |
| 7D | -3.3% | +2.8% | -6.1% | -2.9% |
| 30D | -3.9% | -11.4% | +7.4% | -5.4% |
| 3M | +16.6% | -41.5% | +58.2% | +8.7% |
| 6M | -26.4% | -61.0% | +34.6% | -34.7% |
| YTD | -51.0% | -49.8% | -1.2% | -54.2% |
| 1Y | -50.8% | -66.4% | +15.7% | -55.9% |
| 3Y | -40.1% | -94.8% | +54.7% | -50.6% |
| 5Y | -41.2% | -99.7% | +58.5% | -62.2% |
| All | +217.8% | -100.0% | +317.8% | +49.8% |
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