+412.6%
XEL vs UVXY
-100.0%
+512.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -0.8% |
| 7D | -1.2% | +11.0% | -12.2% | -0.8% |
| 30D | -2.9% | -8.8% | +5.9% | -3.2% |
| 3M | -2.7% | -41.9% | +39.2% | -4.8% |
| 6M | -6.5% | -61.2% | +54.7% | -9.7% |
| YTD | +3.6% | -46.2% | +49.8% | +2.0% |
| 1Y | +7.5% | -65.2% | +72.7% | +4.2% |
| 3Y | +46.3% | -94.6% | +140.9% | +37.6% |
| 5Y | +30.5% | -99.7% | +130.2% | +12.4% |
| 10Y | +151.4% | -100.0% | +251.4% | +83.1% |
| All | +412.6% | -100.0% | +512.6% | +152.4% |
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