+89.2%
USB vs UVXY
-100.0%
+189.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -20.2% | +22.8% | -0.2% |
| 7D | +0.8% | -5.6% | +6.4% | +1.5% |
| 30D | +6.8% | +12.8% | -6.0% | +10.5% |
| 3M | -3.8% | -14.8% | +11.1% | -3.9% |
| 6M | +11.7% | -49.0% | +60.7% | +5.1% |
| YTD | +17.5% | -48.8% | +66.2% | +13.6% |
| 1Y | +33.8% | -66.4% | +100.2% | +22.9% |
| 3Y | +104.2% | -94.4% | +198.7% | +76.4% |
| 5Y | +26.4% | -99.5% | +126.0% | -8.5% |
| 10Y | +89.2% | -100.0% | +189.2% | +8.0% |
| All | +89.2% | -100.0% | +189.2% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling