+253.9%
XLI vs UVXY
-100.0%
+353.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.8% | +0.3% |
| 7D | -1.7% | +2.8% | -4.4% | -1.3% |
| 30D | -7.3% | -11.4% | +4.1% | -8.5% |
| 3M | -1.3% | -41.5% | +40.2% | -6.8% |
| 6M | +2.2% | -61.0% | +63.3% | -6.6% |
| YTD | +11.7% | -49.8% | +61.6% | +6.5% |
| 1Y | +14.3% | -66.4% | +80.7% | +5.3% |
| 3Y | +70.3% | -94.8% | +165.1% | +47.0% |
| 5Y | +82.3% | -99.7% | +182.0% | +26.4% |
| All | +253.9% | -100.0% | +353.9% | +92.1% |
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 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