-100.0%
UVXY vs FIVE
+504.2%
-604.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.5% |
| 7D | -22.1% | +2.7% | -24.7% | -19.0% |
| 30D | +8.2% | +12.7% | -4.5% | +26.4% |
| 3M | -12.3% | +2.1% | -14.4% | -6.8% |
| 6M | -51.0% | +17.5% | -68.5% | -40.6% |
| YTD | -49.9% | +31.0% | -80.9% | -28.1% |
| 1Y | -67.7% | +67.7% | -135.5% | -40.2% |
| 3Y | -94.1% | +43.4% | -137.5% | -85.8% |
| 5Y | -99.5% | +18.1% | -117.6% | -98.6% |
| All | -100.0% | +504.2% | -604.2% | -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