-53.1%
TE vs UVXY
-99.9%
+46.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.4% | -0.7% |
| 7D | +0.2% | +2.8% | -2.6% | +0.9% |
| 30D | -5.9% | -11.4% | +5.4% | -7.8% |
| 3M | -45.6% | -41.5% | -4.1% | -50.0% |
| 6M | -43.4% | -61.0% | +17.7% | -50.1% |
| YTD | -31.0% | -49.8% | +18.9% | -34.7% |
| 1Y | +145.2% | -66.4% | +211.7% | +122.7% |
| 3Y | -24.1% | -94.8% | +70.7% | -32.6% |
| 5Y | -48.1% | -99.7% | +51.6% | -61.3% |
| All | -53.1% | -99.9% | +46.9% | -65.8% |
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