-100.0%
UVXY vs AVAV
+520.8%
-620.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.7% | +7.7% |
| 7D | +11.0% | -0.1% | +11.1% | +11.0% |
| 30D | -8.8% | -25.0% | +16.2% | -21.9% |
| 3M | -41.9% | -15.0% | -26.9% | -45.3% |
| 6M | -61.2% | -33.6% | -27.6% | -66.9% |
| YTD | -46.2% | -39.2% | -7.0% | -54.5% |
| 1Y | -65.2% | -40.5% | -24.7% | -70.0% |
| 3Y | -94.6% | +29.6% | -124.2% | -90.0% |
| 5Y | -99.7% | +56.7% | -156.4% | -99.2% |
| All | -100.0% | +520.8% | -620.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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