+1,542.6%
QLD vs UVXY
-100.0%
+1,642.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | +0.6% |
| 7D | +12.5% | -26.5% | +39.0% | +4.0% |
| 30D | -15.7% | +8.8% | -24.5% | -8.2% |
| 3M | -11.9% | -14.7% | +2.7% | -10.0% |
| 6M | -10.3% | -51.5% | +41.2% | -19.6% |
| YTD | +15.6% | -51.7% | +67.3% | +10.4% |
| 1Y | +12.1% | -65.7% | +77.8% | -1.5% |
| 3Y | +150.7% | -94.4% | +245.1% | +101.1% |
| 5Y | +86.6% | -99.5% | +186.2% | +8.9% |
| All | +1,542.6% | -100.0% | +1,642.6% | +470.2% |
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