+1,502.1%
QLD vs UVXY
-100.0%
+1,602.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.1% | -1.4% |
| 7D | +7.0% | -22.1% | +29.1% | +0.7% |
| 30D | -14.3% | +8.2% | -22.5% | -6.9% |
| 3M | -16.0% | -12.3% | -3.7% | -13.5% |
| 6M | -14.2% | -51.0% | +36.8% | -22.9% |
| YTD | +12.8% | -49.9% | +62.7% | +8.8% |
| 1Y | +14.1% | -67.7% | +81.8% | -1.8% |
| 3Y | +146.0% | -94.1% | +240.1% | +100.4% |
| 5Y | +82.0% | -99.5% | +181.5% | +7.3% |
| All | +1,502.1% | -100.0% | +1,602.1% | +462.3% |
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