-100.0%
UVXY vs QID
-99.2%
-0.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.8% | -5.0% | -3.6% |
| 7D | +2.8% | +1.3% | +1.5% | +0.8% |
| 30D | -11.4% | +2.9% | -14.3% | -16.0% |
| 3M | -41.5% | -0.7% | -40.8% | -42.6% |
| 6M | -61.0% | -29.7% | -31.4% | -29.1% |
| YTD | -49.8% | -27.9% | -22.0% | -9.4% |
| 1Y | -66.4% | -34.6% | -31.9% | -25.9% |
| 3Y | -94.8% | -73.5% | -21.2% | -19.0% |
| 5Y | -99.7% | -81.0% | -18.7% | -93.1% |
| All | -100.0% | -99.2% | -0.8% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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