+2,113.2%
UMC vs UVXY
-100.0%
+2,213.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.2% | -7.7% | -2.0% |
| 7D | +11.4% | +11.0% | +0.4% | +12.6% |
| 30D | +16.8% | -8.8% | +25.6% | +15.7% |
| 3M | +19.1% | -41.9% | +61.0% | +13.8% |
| 6M | +137.4% | -61.2% | +198.6% | +120.8% |
| YTD | +186.4% | -46.2% | +232.6% | +177.4% |
| 1Y | +229.1% | -65.2% | +294.3% | +209.1% |
| 3Y | +257.9% | -94.6% | +352.5% | +220.6% |
| 5Y | +137.5% | -99.7% | +237.2% | +81.9% |
| 10Y | +1,808.2% | -100.0% | +1,908.2% | +1,049.2% |
| All | +2,113.2% | -100.0% | +2,213.2% | +498.9% |
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