+231.7%
RF vs UVXY
-100.0%
+331.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.1% | +8.9% | -1.6% |
| 7D | -1.3% | +2.3% | -3.7% | +0.6% |
| 30D | +4.6% | +4.0% | +0.6% | +7.6% |
| 3M | -8.4% | -21.6% | +13.1% | -9.8% |
| 6M | +8.9% | -55.1% | +63.9% | -1.0% |
| YTD | +8.8% | -53.7% | +62.6% | +2.7% |
| 1Y | +18.9% | -66.7% | +85.6% | +7.1% |
| 3Y | +116.0% | -94.6% | +210.6% | +78.5% |
| 5Y | +46.0% | -99.6% | +145.6% | -4.9% |
| 10Y | +231.7% | -100.0% | +331.7% | +46.1% |
| All | +231.7% | -100.0% | +331.7% | +46.1% |
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 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