-53.4%
TE vs UVXY
-99.9%
+46.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.2% | -11.9% | -5.7% |
| 7D | +0.9% | +11.0% | -10.1% | +3.1% |
| 30D | -16.3% | -8.8% | -7.5% | -17.5% |
| 3M | -40.8% | -41.9% | +1.1% | -45.5% |
| 6M | -42.6% | -61.2% | +18.6% | -49.4% |
| YTD | -31.4% | -46.2% | +14.8% | -34.3% |
| 1Y | +144.9% | -65.2% | +210.1% | +124.1% |
| 3Y | -26.0% | -94.6% | +68.6% | -33.7% |
| 5Y | -48.5% | -99.7% | +51.2% | -61.1% |
| All | -53.4% | -99.9% | +46.6% | -65.6% |
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 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