+1,560.5%
META vs UVXY
-100.0%
+1,660.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.1% | +7.1% | -3.2% |
| 7D | -0.2% | +2.3% | -2.5% | +1.8% |
| 30D | -15.4% | +4.0% | -19.4% | -12.9% |
| 3M | +5.0% | -21.6% | +26.6% | +4.2% |
| 6M | +5.2% | -55.1% | +60.2% | -2.4% |
| YTD | -4.5% | -53.7% | +49.2% | -8.2% |
| 1Y | +0.6% | -66.7% | +67.3% | -7.1% |
| 3Y | +93.1% | -94.6% | +187.7% | +67.5% |
| 5Y | +93.7% | -99.6% | +193.3% | +42.3% |
| 10Y | +433.3% | -100.0% | +533.3% | +185.2% |
| All | +1,560.5% | -100.0% | +1,660.5% | +507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling