+322.4%
NET vs UVXY
-95.1%
+417.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.1% | +11.5% | -4.9% |
| 7D | -16.4% | -6.3% | -10.1% | -16.8% |
| 30D | -25.8% | -2.7% | -23.1% | -25.4% |
| 3M | -11.5% | -29.9% | +18.4% | -15.3% |
| 6M | +18.9% | -56.5% | +75.4% | +6.7% |
| YTD | +35.2% | -54.8% | +90.0% | +25.9% |
| 1Y | +14.5% | -70.5% | +85.0% | 0.0% |
| All | +322.4% | -95.1% | +417.5% | +246.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling