+59.4%
LQD vs UVXY
-100.0%
+159.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.7% | -0.1% |
| 7D | -1.1% | +2.8% | -3.9% | -1.1% |
| 30D | -1.3% | -11.4% | +10.1% | -1.4% |
| 3M | -3.2% | -41.5% | +38.3% | -3.6% |
| 6M | -2.1% | -61.0% | +58.9% | -2.8% |
| YTD | -2.4% | -49.8% | +47.5% | -2.7% |
| 1Y | -2.7% | -66.4% | +63.8% | -3.3% |
| 3Y | +14.2% | -94.8% | +109.0% | +12.9% |
| 5Y | -5.8% | -99.7% | +93.9% | -8.0% |
| 10Y | +22.2% | -100.0% | +122.2% | +18.7% |
| All | +59.4% | -100.0% | +159.4% | +56.4% |
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 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