+52.0%
V vs UVXY
-94.4%
+146.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.3% |
| 7D | -3.0% | +11.0% | -14.1% | -2.3% |
| 30D | +1.2% | -8.8% | +10.0% | +0.6% |
| 3M | +13.9% | -41.9% | +55.8% | +9.7% |
| 6M | +17.2% | -61.2% | +78.4% | +10.2% |
| YTD | +5.3% | -46.2% | +51.5% | +2.5% |
| 1Y | +9.5% | -65.2% | +74.7% | +3.8% |
| All | +52.0% | -94.4% | +146.4% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 3y: compounded portfolio wealth divided by compounded UVXY 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…
3y analysis · Full analysis span regression · 6 months rolling