+2,143.1%
V vs UVXY
-100.0%
+2,243.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.7% |
| 7D | +0.9% | -22.1% | +23.0% | -1.5% |
| 30D | +9.0% | +8.2% | +0.8% | +11.7% |
| 3M | +16.7% | -12.3% | +29.0% | +17.1% |
| 6M | +33.4% | -51.0% | +84.4% | +26.3% |
| YTD | +22.4% | -49.9% | +72.3% | +18.6% |
| 1Y | +27.7% | -67.7% | +95.4% | +18.2% |
| 3Y | +78.0% | -94.1% | +172.1% | +56.4% |
| 5Y | +108.5% | -99.5% | +208.0% | +55.9% |
| 10Y | +459.0% | -100.0% | +559.0% | +203.0% |
| All | +2,143.1% | -100.0% | +2,243.1% | +479.3% |
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