-66.5%
U vs UVXY
-99.7%
+33.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.8% | +11.3% | +2.5% |
| 7D | +5.5% | +2.8% | +2.7% | +6.6% |
| 30D | -1.3% | -11.4% | +10.1% | -4.4% |
| 3M | +64.6% | -41.5% | +106.1% | +43.4% |
| 6M | +119.4% | -61.0% | +180.4% | +74.7% |
| YTD | -0.5% | -49.8% | +49.4% | -10.8% |
| 1Y | +1.3% | -66.4% | +67.7% | -15.6% |
| 3Y | +15.6% | -94.8% | +110.4% | -17.1% |
| All | -66.5% | -99.7% | +33.2% | -87.0% |
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