+340.5%
JCI vs UVXY
-100.0%
+440.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +9.0% | +1.4% |
| 7D | +0.7% | +2.8% | -2.1% | +1.2% |
| 30D | -4.4% | -11.4% | +6.9% | -5.7% |
| 3M | +1.7% | -41.5% | +43.2% | -4.1% |
| 6M | +8.8% | -61.0% | +69.8% | -1.0% |
| YTD | +22.6% | -49.8% | +72.5% | +16.7% |
| 1Y | +36.2% | -66.4% | +102.7% | +25.1% |
| 3Y | +168.0% | -94.8% | +262.8% | +132.8% |
| 5Y | +113.5% | -99.7% | +213.2% | +51.6% |
| All | +340.5% | -100.0% | +440.5% | +141.0% |
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