-10.1%
MSCI vs UVXY
-99.7%
+89.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.9% |
| 7D | -1.1% | +2.3% | -3.4% | -0.7% |
| 30D | -1.2% | -15.0% | +13.9% | -3.2% |
| 3M | -8.4% | -39.8% | +31.4% | -14.1% |
| 6M | -1.0% | -60.0% | +59.0% | -11.2% |
| YTD | -2.3% | -48.8% | +46.6% | -7.7% |
| 1Y | -1.2% | -67.3% | +66.1% | -11.3% |
| 3Y | +7.9% | -94.8% | +102.8% | -13.4% |
| 5Y | -10.1% | -99.7% | +89.6% | -50.4% |
| All | -10.1% | -99.7% | +89.6% | -50.4% |
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 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