-49.3%
TE vs UVXY
-99.7%
+50.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.4% | -1.4% |
| 7D | +0.2% | +2.8% | -2.6% | +1.2% |
| 30D | -5.9% | -11.4% | +5.4% | -8.7% |
| 3M | -45.6% | -41.5% | -4.1% | -52.2% |
| 6M | -43.4% | -61.0% | +17.7% | -53.5% |
| YTD | -31.0% | -49.8% | +18.9% | -36.9% |
| 1Y | +145.2% | -66.4% | +211.7% | +109.7% |
| 3Y | -24.1% | -94.8% | +70.7% | -39.9% |
| All | -49.3% | -99.7% | +50.3% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling