+1,520.2%
QLD vs UVXY
-100.0%
+1,620.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.1% | +13.7% | +2.0% |
| 7D | -1.2% | +2.3% | -3.5% | +3.9% |
| 30D | -15.7% | +4.0% | -19.7% | -9.5% |
| 3M | -10.0% | -21.6% | +11.5% | -10.3% |
| 6M | -11.2% | -55.1% | +43.8% | -22.2% |
| YTD | +16.4% | -53.7% | +70.1% | +9.7% |
| 1Y | +12.7% | -66.7% | +79.4% | -2.0% |
| 3Y | +152.3% | -94.6% | +246.9% | +99.8% |
| 5Y | +91.8% | -99.6% | +191.4% | +8.8% |
| 10Y | +1,520.2% | -100.0% | +1,620.2% | +447.4% |
| All | +1,520.2% | -100.0% | +1,620.2% | +447.4% |
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