+2,489.2%
MSCI vs UVXY
-100.0%
+2,589.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.0% |
| 7D | -0.7% | -26.5% | +25.8% | -4.0% |
| 30D | +16.2% | +8.8% | +7.3% | +19.6% |
| 3M | +16.1% | -14.7% | +30.8% | +16.2% |
| 6M | +12.9% | -51.5% | +64.4% | +6.1% |
| YTD | +14.8% | -51.7% | +66.5% | +10.4% |
| 1Y | +13.8% | -65.7% | +79.5% | +5.2% |
| 3Y | +31.2% | -94.4% | +125.6% | +13.1% |
| 5Y | +5.6% | -99.5% | +105.1% | -22.5% |
| 10Y | +806.4% | -100.0% | +906.4% | +384.5% |
| All | +2,489.2% | -100.0% | +2,589.2% | +459.7% |
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