-100.0%
UVXY vs FIVE
+491.7%
-591.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.2% | -5.4% |
| 7D | +2.8% | -3.0% | +5.8% | +0.1% |
| 30D | -11.4% | +2.7% | -14.1% | -8.7% |
| 3M | -41.5% | +21.1% | -62.6% | -29.3% |
| 6M | -61.0% | +11.9% | -73.0% | -55.2% |
| YTD | -49.8% | +29.9% | -79.7% | -31.1% |
| 1Y | -66.4% | +67.8% | -134.2% | -37.5% |
| 3Y | -94.8% | +52.8% | -147.5% | -86.5% |
| 5Y | -99.7% | +31.3% | -131.0% | -99.0% |
| All | -100.0% | +491.7% | -591.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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