+32.5%
USB vs UVXY
-63.8%
+96.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.4% |
| 7D | +1.4% | -3.3% | +4.8% | +2.0% |
| 30D | +6.4% | +12.0% | -5.6% | +9.0% |
| 3M | -4.5% | -15.5% | +11.0% | -5.1% |
| 6M | +11.4% | -49.4% | +60.7% | +4.8% |
| YTD | +17.1% | -49.1% | +66.2% | +13.6% |
| All | +32.5% | -63.8% | +96.3% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling