+262.2%
UMC vs UVXY
-94.8%
+357.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.8% | +9.1% | +1.5% |
| 7D | +9.0% | +2.8% | +6.2% | +9.4% |
| 30D | +17.2% | -11.4% | +28.6% | +15.6% |
| 3M | +11.4% | -41.5% | +52.9% | +5.5% |
| 6M | +137.5% | -61.0% | +198.6% | +118.3% |
| YTD | +193.1% | -49.8% | +243.0% | +179.2% |
| 1Y | +240.3% | -66.4% | +306.7% | +213.8% |
| 3Y | +262.2% | -94.8% | +357.0% | +218.6% |
| All | +262.2% | -94.8% | +357.0% | +218.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling