+91.7%
USB vs UVXY
-100.0%
+191.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.8% |
| 7D | 0.0% | +19.4% | -19.4% | +3.6% |
| 30D | +5.8% | +42.6% | -36.7% | +12.6% |
| 3M | -6.0% | +7.1% | -13.0% | -3.5% |
| 6M | +7.8% | -36.5% | +44.3% | +4.0% |
| YTD | +14.6% | -35.8% | +50.4% | +13.8% |
| 1Y | +31.8% | -58.4% | +90.2% | +24.1% |
| 3Y | +91.5% | -92.9% | +184.4% | +70.4% |
| 5Y | +22.0% | -99.4% | +121.5% | -9.0% |
| All | +91.7% | -100.0% | +191.7% | +10.2% |
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