+32.0%
XEL vs UVXY
-99.7%
+131.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.1% |
| 7D | -0.3% | +2.8% | -3.1% | -0.2% |
| 30D | -3.9% | -11.4% | +7.4% | -4.3% |
| 3M | -2.8% | -41.5% | +38.7% | -4.2% |
| 6M | -5.4% | -61.0% | +55.7% | -7.7% |
| YTD | +3.8% | -49.8% | +53.6% | +2.4% |
| 1Y | +6.8% | -66.4% | +73.3% | +4.4% |
| 3Y | +45.6% | -94.8% | +140.4% | +37.5% |
| All | +32.0% | -99.7% | +131.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling