+83.6%
USB vs UVXY
-100.0%
+183.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +9.0% | -1.3% |
| 7D | -0.5% | +2.3% | -2.9% | +1.2% |
| 30D | +5.7% | +4.0% | +1.7% | +8.3% |
| 3M | -4.7% | -21.6% | +16.9% | -5.8% |
| 6M | +13.4% | -55.1% | +68.5% | +4.9% |
| YTD | +17.0% | -53.7% | +70.7% | +11.7% |
| 1Y | +32.4% | -66.7% | +99.1% | +21.5% |
| 3Y | +101.7% | -94.6% | +196.3% | +73.4% |
| 5Y | +24.4% | -99.6% | +124.0% | -11.1% |
| 10Y | +83.6% | -100.0% | +183.6% | +0.8% |
| All | +83.6% | -100.0% | +183.6% | +0.8% |
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 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