+1,872.4%
V vs UVXY
-100.0%
+1,972.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -0.9% |
| 7D | -1.7% | -5.0% | +3.3% | -2.2% |
| 30D | +2.0% | -20.5% | +22.5% | -0.5% |
| 3M | +17.4% | -36.6% | +53.9% | +12.3% |
| 6M | +17.5% | -56.9% | +74.4% | +9.2% |
| YTD | +7.6% | -51.2% | +58.8% | +2.2% |
| 1Y | +7.7% | -69.8% | +77.5% | -1.8% |
| 3Y | +54.7% | -95.1% | +149.7% | +32.5% |
| 5Y | +73.0% | -99.7% | +172.7% | +23.2% |
| 10Y | +390.9% | -100.0% | +490.9% | +158.6% |
| All | +1,872.4% | -100.0% | +1,972.4% | +399.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling