+70.3%
T vs UVXY
-100.0%
+170.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.8% | +8.8% | +1.6% |
| 7D | +1.5% | +2.8% | -1.3% | +1.7% |
| 30D | +7.5% | -11.4% | +18.8% | +6.8% |
| 3M | +14.8% | -41.5% | +56.3% | +11.8% |
| 6M | -1.7% | -61.0% | +59.3% | -6.0% |
| YTD | +8.7% | -49.8% | +58.5% | +6.0% |
| 1Y | -7.5% | -66.4% | +59.0% | -11.4% |
| 3Y | +110.2% | -94.8% | +205.0% | +91.9% |
| 5Y | +71.6% | -99.7% | +171.3% | +36.1% |
| All | +70.3% | -100.0% | +170.3% | +14.6% |
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