+273.7%
IR vs UVXY
-100.0%
+373.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -1.3% |
| 7D | -4.5% | +2.8% | -7.3% | -4.0% |
| 30D | -13.9% | -11.4% | -2.6% | -15.4% |
| 3M | -0.3% | -41.5% | +41.2% | -7.6% |
| 6M | -14.3% | -61.0% | +46.7% | -23.9% |
| YTD | -7.9% | -49.8% | +42.0% | -13.3% |
| 1Y | -9.9% | -66.4% | +56.5% | -18.9% |
| 3Y | +6.5% | -94.8% | +101.3% | -10.7% |
| 5Y | +34.0% | -99.7% | +133.7% | -14.3% |
| All | +273.7% | -100.0% | +373.7% | +105.0% |
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