+1,449.6%
NET vs UVXY
-100.0%
+1,549.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -1.8% |
| 7D | -7.0% | -5.0% | -2.0% | -7.8% |
| 30D | -4.8% | -20.5% | +15.7% | -9.0% |
| 3M | +3.8% | -36.6% | +40.4% | -4.0% |
| 6M | +50.0% | -56.9% | +107.0% | +30.9% |
| YTD | +41.5% | -51.2% | +92.7% | +28.6% |
| 1Y | +32.8% | -69.8% | +102.6% | +12.0% |
| 3Y | +335.9% | -95.1% | +430.9% | +234.4% |
| 5Y | +113.8% | -99.7% | +213.5% | +21.5% |
| All | +1,449.6% | -100.0% | +1,549.5% | +658.2% |
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 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