-94.8%
UVXY vs AFL
+63.5%
-158.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -5.9% |
| 7D | +2.8% | -1.6% | +4.4% | +0.8% |
| 30D | -11.4% | -4.0% | -7.3% | -16.0% |
| 3M | -41.5% | -0.5% | -41.0% | -42.1% |
| 6M | -61.0% | +6.5% | -67.6% | -56.9% |
| YTD | -49.8% | +6.2% | -56.0% | -45.2% |
| 1Y | -66.4% | +8.3% | -74.7% | -61.8% |
| 3Y | -94.8% | +62.5% | -157.3% | -84.1% |
| All | -94.8% | +63.5% | -158.3% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling