+1,728.6%
QLD vs UVXY
-100.0%
+1,828.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | +0.1% |
| 7D | +1.9% | +2.3% | -0.4% | +2.6% |
| 30D | -1.8% | -15.0% | +13.2% | -6.0% |
| 3M | -0.1% | -39.8% | +39.7% | -11.2% |
| 6M | +32.6% | -60.0% | +92.6% | +8.8% |
| YTD | +27.9% | -48.8% | +76.8% | +16.5% |
| 1Y | +40.3% | -67.3% | +107.6% | +17.0% |
| 3Y | +182.5% | -94.8% | +277.3% | +116.4% |
| 5Y | +122.5% | -99.7% | +222.2% | +15.3% |
| 10Y | +1,728.6% | -100.0% | +1,828.6% | +486.6% |
| All | +1,728.6% | -100.0% | +1,828.6% | +486.6% |
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