-100.0%
UVXY vs AGI
+392.3%
-492.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -6.6% |
| 7D | +2.8% | -2.7% | +5.5% | +2.2% |
| 30D | -11.4% | +7.2% | -18.6% | -9.6% |
| 3M | -41.5% | +4.3% | -45.8% | -40.1% |
| 6M | -61.0% | -27.1% | -34.0% | -62.2% |
| YTD | -49.8% | -6.6% | -43.2% | -48.5% |
| 1Y | -66.4% | +9.5% | -76.0% | -64.1% |
| 3Y | -94.8% | +208.4% | -303.2% | -92.9% |
| 5Y | -99.7% | +401.6% | -501.3% | -99.5% |
| All | -100.0% | +392.3% | -492.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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