+25.7%
USB vs UVXY
-99.5%
+125.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +1.4% |
| 7D | +2.6% | -22.1% | +24.6% | -0.5% |
| 30D | +8.4% | +8.2% | +0.2% | +11.7% |
| 3M | -5.5% | -12.3% | +6.8% | -5.3% |
| 6M | +17.7% | -51.0% | +68.7% | +9.5% |
| YTD | +17.6% | -49.9% | +67.5% | +13.0% |
| 1Y | +33.9% | -67.7% | +101.6% | +21.3% |
| 3Y | +103.8% | -94.1% | +197.9% | +73.5% |
| All | +25.7% | -99.5% | +125.2% | -15.0% |
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 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