+363.0%
NDAQ vs UVXY
-100.0%
+463.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -1.2% |
| 7D | -5.6% | +2.8% | -8.4% | -5.2% |
| 30D | -4.4% | -11.4% | +7.0% | -5.4% |
| 3M | +5.9% | -41.5% | +47.4% | +0.9% |
| 6M | +7.7% | -61.0% | +68.8% | -0.4% |
| YTD | -5.2% | -49.8% | +44.7% | -9.0% |
| 1Y | -3.4% | -66.4% | +63.1% | -9.9% |
| 3Y | +85.6% | -94.8% | +180.4% | +64.0% |
| 5Y | +49.5% | -99.7% | +149.2% | +10.9% |
| All | +363.0% | -100.0% | +463.0% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling