+218.7%
TPR vs UVXY
-99.7%
+318.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -2.9% |
| 7D | -7.3% | +2.3% | -9.6% | -6.9% |
| 30D | -30.7% | -15.0% | -15.7% | -32.6% |
| 3M | -21.6% | -39.8% | +18.2% | -27.3% |
| 6M | -21.3% | -60.0% | +38.7% | -30.6% |
| YTD | -10.2% | -48.8% | +38.7% | -15.8% |
| 1Y | +9.5% | -67.3% | +76.8% | -2.9% |
| 3Y | +280.8% | -94.8% | +375.6% | +207.0% |
| 5Y | +218.7% | -99.7% | +318.4% | +76.5% |
| All | +218.7% | -99.7% | +318.4% | +76.5% |
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 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