+244.8%
NEE vs UVXY
-100.0%
+344.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.6% |
| 7D | -1.3% | +2.8% | -4.1% | -1.2% |
| 30D | -3.3% | -11.4% | +8.0% | -4.0% |
| 3M | -2.3% | -41.5% | +39.3% | -5.1% |
| 6M | -8.9% | -61.0% | +52.2% | -13.1% |
| YTD | +4.8% | -49.8% | +54.6% | +2.1% |
| 1Y | +18.7% | -66.4% | +85.2% | +13.6% |
| 3Y | +33.2% | -94.8% | +128.0% | +22.2% |
| 5Y | +10.9% | -99.7% | +110.6% | -9.8% |
| All | +244.8% | -100.0% | +344.8% | +137.4% |
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 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