+199.8%
TER vs UVXY
-70.9%
+270.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.7% |
| 7D | +0.6% | -5.0% | +5.6% | -1.2% |
| 30D | -8.3% | -20.5% | +12.2% | -15.8% |
| 3M | -12.2% | -36.6% | +24.3% | -23.3% |
| 6M | +17.0% | -56.9% | +73.9% | -5.3% |
| YTD | +84.6% | -51.2% | +135.8% | +56.9% |
| 1Y | +199.8% | -69.8% | +269.6% | +150.9% |
| All | +199.8% | -70.9% | +270.7% | +150.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling