+3,401.6%
TER vs UVXY
-100.0%
+3,501.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.6% |
| 7D | +0.6% | -5.0% | +5.6% | -0.2% |
| 30D | -8.3% | -20.5% | +12.3% | -11.8% |
| 3M | -12.2% | -36.6% | +24.4% | -17.1% |
| 6M | +17.1% | -56.9% | +74.0% | +7.0% |
| YTD | +84.7% | -51.2% | +135.9% | +74.9% |
| 1Y | +199.9% | -69.8% | +269.7% | +168.6% |
| 3Y | +232.8% | -95.1% | +327.8% | +185.4% |
| 5Y | +198.6% | -99.7% | +298.2% | +102.5% |
| 10Y | +1,669.7% | -100.0% | +1,769.7% | +726.2% |
| All | +3,401.6% | -100.0% | +3,501.6% | +375.5% |
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