+93.3%
QQQM vs UVXY
-94.8%
+188.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | -0.1% |
| 7D | -0.6% | +2.8% | -3.4% | -0.1% |
| 30D | -1.2% | -11.4% | +10.2% | -2.7% |
| 3M | -0.1% | -41.5% | +41.4% | -6.4% |
| 6M | +18.0% | -61.0% | +79.0% | +6.2% |
| YTD | +16.7% | -49.8% | +66.5% | +10.5% |
| 1Y | +23.0% | -66.4% | +89.5% | +12.1% |
| 3Y | +93.3% | -94.8% | +188.1% | +66.2% |
| All | +93.3% | -94.8% | +188.1% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling