+227.5%
LOW vs UVXY
-100.0%
+327.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.7% |
| 7D | -3.7% | +2.8% | -6.5% | -3.3% |
| 30D | -8.9% | -11.4% | +2.5% | -10.1% |
| 3M | -10.4% | -41.5% | +31.1% | -15.5% |
| 6M | -19.4% | -61.0% | +41.6% | -26.6% |
| YTD | -17.1% | -49.8% | +32.7% | -21.2% |
| 1Y | -26.3% | -66.4% | +40.2% | -32.4% |
| 3Y | -9.9% | -94.8% | +84.9% | -23.4% |
| 5Y | +6.1% | -99.7% | +105.8% | -29.1% |
| All | +227.5% | -100.0% | +327.5% | +69.4% |
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