+436.0%
META vs UVXY
-100.0%
+536.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | +3.3% | -3.3% | +6.6% | +4.8% |
| 30D | -10.8% | +12.0% | -22.8% | -6.6% |
| 3M | +7.9% | -15.5% | +23.4% | +8.0% |
| 6M | +5.4% | -49.4% | +54.8% | -1.7% |
| YTD | -2.6% | -49.1% | +46.5% | -5.8% |
| 1Y | +1.9% | -63.7% | +65.6% | -6.2% |
| 3Y | +97.0% | -94.1% | +191.1% | +67.4% |
| 5Y | +97.6% | -99.6% | +197.2% | +35.2% |
| 10Y | +436.0% | -100.0% | +536.0% | +130.9% |
| All | +436.0% | -100.0% | +536.0% | +130.9% |
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