+82.7%
MET vs UVXY
-99.7%
+182.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.1% | -0.5% |
| 7D | -0.5% | +2.8% | -3.3% | -0.1% |
| 30D | +0.5% | -11.4% | +11.9% | -1.0% |
| 3M | +11.6% | -41.5% | +53.1% | +4.6% |
| 6M | +40.8% | -61.0% | +101.8% | +26.7% |
| YTD | +25.7% | -49.8% | +75.5% | +18.9% |
| 1Y | +24.4% | -66.4% | +90.8% | +13.2% |
| 3Y | +67.5% | -94.8% | +162.2% | +41.3% |
| All | +82.7% | -99.7% | +182.4% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling