+81.1%
QLD vs UVXY
-99.5%
+180.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -20.2% | +27.0% | +0.4% |
| 7D | -1.4% | -5.6% | +4.2% | +1.5% |
| 30D | -19.6% | +12.8% | -32.4% | -11.1% |
| 3M | -14.1% | -14.8% | +0.7% | -12.5% |
| 6M | -13.6% | -49.0% | +35.4% | -22.5% |
| YTD | +12.5% | -48.8% | +61.3% | +8.4% |
| 1Y | +13.1% | -66.4% | +79.6% | -2.9% |
| 3Y | +154.7% | -94.4% | +249.1% | +92.1% |
| 5Y | +81.1% | -99.5% | +180.6% | -17.1% |
| All | +81.1% | -99.5% | +180.6% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling