+270.1%
XLE vs UVXY
-100.0%
+370.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +1.4% |
| 7D | 0.0% | -4.7% | +4.7% | -0.5% |
| 30D | +12.6% | -17.1% | +29.7% | +10.3% |
| 3M | +11.8% | -39.9% | +51.8% | +5.9% |
| 6M | +16.1% | -66.9% | +82.9% | +3.6% |
| YTD | +46.9% | -50.1% | +97.0% | +38.7% |
| 1Y | +53.3% | -68.3% | +121.6% | +38.9% |
| 3Y | +54.9% | -95.0% | +149.9% | +31.0% |
| 5Y | +225.7% | -99.7% | +325.4% | +123.8% |
| 10Y | +170.7% | -100.0% | +270.7% | +36.3% |
| All | +270.1% | -100.0% | +370.1% | -26.7% |
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