+115.0%
UMC vs UVXY
-70.8%
+185.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.1% | +12.0% | -4.6% |
| 7D | -14.7% | -6.3% | -8.4% | -15.1% |
| 30D | -32.9% | -2.7% | -30.2% | -32.4% |
| 3M | -22.2% | -29.9% | +7.8% | -25.6% |
| 6M | +25.9% | -56.5% | +82.4% | +16.2% |
| YTD | +107.9% | -54.8% | +162.7% | +86.0% |
| 1Y | +115.0% | -70.5% | +185.6% | +77.8% |
| All | +115.0% | -70.8% | +185.8% | +77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling