+211.9%
TER vs UVXY
-99.6%
+311.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.2% | -8.7% | -2.2% |
| 7D | +9.4% | +11.0% | -1.7% | +12.3% |
| 30D | -2.4% | -8.8% | +6.3% | -4.4% |
| 3M | +6.5% | -41.9% | +48.4% | -4.4% |
| 6M | +23.2% | -61.2% | +84.4% | +4.5% |
| YTD | +91.5% | -46.2% | +137.7% | +80.7% |
| 1Y | +214.8% | -65.2% | +280.0% | +178.1% |
| 3Y | +275.3% | -94.6% | +369.9% | +203.9% |
| 5Y | +211.9% | -99.7% | +311.6% | +64.9% |
| All | +211.9% | -99.6% | +311.5% | +64.9% |
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