+2,177.2%
MSCI vs UVXY
-100.0%
+2,277.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.2% |
| 7D | +0.4% | -5.0% | +5.4% | -0.2% |
| 30D | +0.6% | -20.5% | +21.1% | -2.2% |
| 3M | -7.1% | -36.6% | +29.5% | -11.6% |
| 6M | +0.8% | -56.9% | +57.8% | -7.2% |
| YTD | +1.0% | -51.2% | +52.2% | -4.7% |
| 1Y | +4.3% | -69.8% | +74.1% | -6.1% |
| 3Y | +9.9% | -95.1% | +105.0% | -7.2% |
| 5Y | -6.8% | -99.7% | +92.9% | -34.7% |
| 10Y | +614.7% | -100.0% | +714.7% | +272.1% |
| All | +2,177.2% | -100.0% | +2,277.2% | +383.3% |
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 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