+6.8%
MSCI vs UVXY
-94.8%
+101.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.1% | -3.6% |
| 7D | -2.1% | -4.7% | +2.7% | -2.5% |
| 30D | -1.7% | -17.1% | +15.3% | -3.3% |
| 3M | -8.2% | -39.9% | +31.7% | -12.0% |
| 6M | -2.4% | -66.9% | +64.4% | -10.7% |
| YTD | -2.8% | -50.1% | +47.3% | -6.5% |
| 1Y | -2.7% | -68.3% | +65.7% | -9.5% |
| All | +6.8% | -94.8% | +101.7% | -6.4% |
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