+248.8%
XLF vs UVXY
-100.0%
+348.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.4% | -0.2% |
| 7D | -1.5% | +2.8% | -4.3% | -1.1% |
| 30D | -1.2% | -11.4% | +10.2% | -2.5% |
| 3M | +9.2% | -41.5% | +50.7% | +2.7% |
| 6M | +16.3% | -61.0% | +77.4% | +5.4% |
| YTD | +5.4% | -49.8% | +55.3% | 0.0% |
| 1Y | +7.6% | -66.4% | +74.0% | -1.6% |
| 3Y | +74.2% | -94.8% | +169.0% | +48.0% |
| 5Y | +66.1% | -99.7% | +165.8% | +11.5% |
| All | +248.8% | -100.0% | +348.8% | +75.4% |
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