+14.7%
XLF vs UVXY
-70.8%
+85.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -14.1% | +17.6% | +2.2% |
| 7D | +5.5% | -6.3% | +11.8% | +5.1% |
| 30D | +9.9% | -2.7% | +12.6% | +10.0% |
| 3M | +2.6% | -29.9% | +32.6% | -0.3% |
| 6M | +15.6% | -56.5% | +72.1% | +7.6% |
| YTD | +9.4% | -54.8% | +64.2% | +5.2% |
| 1Y | +14.7% | -70.5% | +85.2% | +6.1% |
| All | +14.7% | -70.8% | +85.5% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling