+159.8%
XLB vs UVXY
-100.0%
+259.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | -0.4% |
| 7D | -2.8% | +2.8% | -5.6% | -2.5% |
| 30D | -3.1% | -11.4% | +8.3% | -4.3% |
| 3M | -0.2% | -41.5% | +41.4% | -5.6% |
| 6M | +3.1% | -61.0% | +64.1% | -5.9% |
| YTD | +13.3% | -49.8% | +63.1% | +8.0% |
| 1Y | +12.0% | -66.4% | +78.5% | +3.2% |
| 3Y | +31.4% | -94.8% | +126.2% | +13.0% |
| 5Y | +33.9% | -99.7% | +133.6% | -7.3% |
| All | +159.8% | -100.0% | +259.8% | +39.1% |
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