+374.2%
XLB vs UVXY
-100.0%
+474.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.2% | -0.7% |
| 7D | -0.2% | -4.7% | +4.5% | -0.8% |
| 30D | -1.7% | -17.1% | +15.3% | -3.7% |
| 3M | +4.4% | -39.9% | +44.3% | -0.7% |
| 6M | +5.0% | -66.9% | +71.9% | -5.2% |
| YTD | +15.5% | -50.1% | +65.6% | +10.2% |
| 1Y | +14.9% | -68.3% | +83.2% | +5.6% |
| 3Y | +34.5% | -95.0% | +129.5% | +16.5% |
| 5Y | +36.5% | -99.7% | +136.2% | -1.5% |
| 10Y | +159.6% | -100.0% | +259.6% | +39.1% |
| All | +374.2% | -100.0% | +474.2% | -2.6% |
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