+405.1%
META vs UVXY
-100.0%
+505.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -0.6% |
| 7D | +5.5% | +11.0% | -5.5% | +7.4% |
| 30D | +7.6% | -8.8% | +16.3% | +6.1% |
| 3M | +13.0% | -41.9% | +54.9% | +4.4% |
| 6M | -1.3% | -61.2% | +59.9% | -12.7% |
| YTD | -2.2% | -46.2% | +44.0% | -7.2% |
| 1Y | -14.0% | -65.2% | +51.2% | -22.5% |
| 3Y | +118.2% | -94.6% | +212.8% | +82.0% |
| 5Y | +71.7% | -99.7% | +171.3% | +11.4% |
| All | +405.1% | -100.0% | +505.1% | +135.7% |
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