+1,851.9%
TER vs UVXY
-100.0%
+1,951.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.8% | +9.4% | +1.2% |
| 7D | +6.4% | +2.8% | +3.6% | +7.1% |
| 30D | -5.7% | -11.4% | +5.7% | -7.8% |
| 3M | -0.4% | -41.5% | +41.1% | -9.1% |
| 6M | +25.8% | -61.0% | +86.9% | +9.6% |
| YTD | +96.4% | -49.8% | +146.3% | +85.2% |
| 1Y | +229.2% | -66.4% | +295.7% | +195.2% |
| 3Y | +288.1% | -94.8% | +382.9% | +225.7% |
| 5Y | +219.9% | -99.7% | +319.6% | +97.2% |
| All | +1,851.9% | -100.0% | +1,951.9% | +783.4% |
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