+176.9%
XLE vs UVXY
-100.0%
+276.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | 0.0% |
| 7D | +0.5% | +11.0% | -10.5% | +1.8% |
| 30D | +6.6% | -8.8% | +15.3% | +5.5% |
| 3M | +12.3% | -41.9% | +54.2% | +5.6% |
| 6M | +18.4% | -61.2% | +79.6% | +6.9% |
| YTD | +47.2% | -46.2% | +93.4% | +40.0% |
| 1Y | +50.3% | -65.2% | +115.5% | +37.1% |
| 3Y | +55.3% | -94.6% | +149.9% | +30.5% |
| 5Y | +226.0% | -99.7% | +325.6% | +113.2% |
| All | +176.9% | -100.0% | +276.9% | +35.5% |
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