-100.0%
UVXY vs M
-3.0%
-97.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.7% | -14.5% | -1.7% |
| 7D | +2.8% | -4.2% | +7.0% | +0.7% |
| 30D | -11.4% | -7.2% | -4.2% | -14.9% |
| 3M | -41.5% | -11.1% | -30.4% | -45.0% |
| 6M | -61.0% | +28.8% | -89.8% | -52.0% |
| YTD | -49.8% | +2.0% | -51.9% | -45.9% |
| 1Y | -66.4% | +31.3% | -97.7% | -55.8% |
| 3Y | -94.8% | +119.1% | -213.8% | -86.5% |
| 5Y | -99.7% | +29.7% | -129.4% | -99.2% |
| All | -100.0% | -3.0% | -97.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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