+50.3%
NDAQ vs UVXY
-99.7%
+150.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -1.7% |
| 7D | -5.9% | +2.8% | -8.7% | -5.5% |
| 30D | -4.7% | -11.4% | +6.7% | -5.9% |
| 3M | +5.5% | -41.5% | +47.0% | -0.1% |
| 6M | +7.4% | -61.0% | +68.4% | -1.8% |
| YTD | -5.5% | -49.8% | +44.4% | -9.7% |
| 1Y | -3.7% | -66.4% | +62.8% | -11.0% |
| 3Y | +85.0% | -94.8% | +179.8% | +58.7% |
| All | +50.3% | -99.7% | +150.0% | +0.2% |
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