-100.0%
UVXY vs QS
-46.4%
-53.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -6.3% |
| 7D | +2.8% | -3.6% | +6.4% | +2.0% |
| 30D | -11.4% | -17.2% | +5.9% | -15.0% |
| 3M | -41.5% | -27.0% | -14.5% | -44.5% |
| 6M | -61.0% | -24.6% | -36.5% | -61.6% |
| YTD | -49.8% | -49.3% | -0.5% | -53.8% |
| 1Y | -66.4% | -40.3% | -26.1% | -66.5% |
| 3Y | -94.8% | -23.8% | -71.0% | -93.0% |
| 5Y | -99.7% | -75.0% | -24.7% | -99.6% |
| All | -100.0% | -46.4% | -53.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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