+108.3%
META vs UVXY
-95.5%
+203.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.1% |
| 7D | +6.7% | -5.0% | +11.7% | +5.9% |
| 30D | +4.8% | -20.5% | +25.3% | +1.1% |
| 3M | -1.6% | -36.6% | +34.9% | -7.4% |
| 6M | -7.5% | -56.9% | +49.5% | -16.1% |
| YTD | -6.4% | -51.2% | +44.8% | -12.5% |
| 1Y | -17.3% | -69.8% | +52.4% | -26.9% |
| All | +108.3% | -95.5% | +203.8% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling