+152.0%
QQQM vs UVXY
-100.0%
+252.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | -0.1% | -41.5% | +41.4% | -6.9% |
| 6M | +18.0% | -61.0% | +79.0% | +5.3% |
| YTD | +16.7% | -49.8% | +66.5% | +10.1% |
| 1Y | +23.0% | -66.4% | +89.5% | +11.2% |
| 3Y | +93.3% | -94.8% | +188.1% | +61.8% |
| 5Y | +96.3% | -99.7% | +196.0% | +24.4% |
| All | +152.0% | -100.0% | +252.0% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling