-100.0%
UVXY vs AVAV
+327.1%
-427.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +2.8% |
| 7D | -26.5% | +18.4% | -44.9% | -17.4% |
| 30D | +8.8% | -4.9% | +13.8% | +10.7% |
| 3M | -14.7% | -37.7% | +23.0% | -30.6% |
| 6M | -51.5% | -28.4% | -23.0% | -55.4% |
| YTD | -51.7% | -50.0% | -1.7% | -61.4% |
| 1Y | -65.7% | -62.6% | -3.1% | -76.7% |
| 3Y | -94.4% | -0.6% | -93.8% | -90.9% |
| 5Y | -99.5% | +31.9% | -131.5% | -98.9% |
| All | -100.0% | +327.1% | -427.1% | -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