+683.2%
XLF vs UVXY
-100.0%
+783.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | +0.3% |
| 7D | -2.9% | +11.0% | -13.9% | -1.6% |
| 30D | -1.6% | -8.8% | +7.2% | -2.6% |
| 3M | +9.3% | -41.9% | +51.2% | +3.1% |
| 6M | +14.6% | -61.2% | +75.8% | +4.3% |
| YTD | +4.7% | -46.2% | +50.9% | +0.5% |
| 1Y | +8.6% | -65.2% | +73.8% | +0.3% |
| 3Y | +73.9% | -94.6% | +168.4% | +50.3% |
| 5Y | +65.0% | -99.7% | +164.7% | +15.9% |
| 10Y | +250.4% | -100.0% | +350.4% | +75.1% |
| All | +683.2% | -100.0% | +783.2% | +46.4% |
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 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