+155.2%
W vs UVXY
-100.0%
+255.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | -0.6% |
| 7D | -0.9% | +2.8% | -3.7% | 0.0% |
| 30D | -4.2% | -11.4% | +7.1% | -6.7% |
| 3M | +26.9% | -41.5% | +68.4% | +12.8% |
| 6M | +31.2% | -61.0% | +92.3% | +9.4% |
| YTD | -1.8% | -49.8% | +48.0% | -9.7% |
| 1Y | +9.3% | -66.4% | +75.8% | -6.5% |
| 3Y | +33.2% | -94.8% | +128.0% | +9.5% |
| 5Y | -62.4% | -99.7% | +37.3% | -77.3% |
| All | +155.2% | -100.0% | +255.2% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling