-0.5%
UNH vs UVXY
-99.7%
+99.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.8% | +4.4% | -2.7% |
| 7D | -4.5% | +2.8% | -7.3% | -4.4% |
| 30D | -6.5% | -11.4% | +4.8% | -7.1% |
| 3M | -6.0% | -41.5% | +35.5% | -8.3% |
| 6M | +33.7% | -61.0% | +94.7% | +28.4% |
| YTD | +16.4% | -49.8% | +66.2% | +13.9% |
| 1Y | +10.1% | -66.4% | +76.5% | +6.3% |
| 3Y | -16.3% | -94.8% | +78.5% | -22.5% |
| All | -0.5% | -99.7% | +99.2% | -22.8% |
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 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