+63.9%
META vs UVXY
-99.7%
+163.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.1% |
| 7D | +6.0% | -4.7% | +10.8% | +5.1% |
| 30D | +3.6% | -17.1% | +20.7% | +0.1% |
| 3M | +4.9% | -39.9% | +44.8% | -3.8% |
| 6M | -4.7% | -66.9% | +62.2% | -19.9% |
| YTD | -6.9% | -50.1% | +43.2% | -13.8% |
| 1Y | -18.2% | -68.3% | +50.1% | -29.1% |
| 3Y | +107.8% | -95.0% | +202.7% | +59.8% |
| 5Y | +63.9% | -99.7% | +163.6% | -15.3% |
| All | +63.9% | -99.7% | +163.6% | -15.3% |
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