+666.7%
XLI vs UVXY
-100.0%
+766.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -0.2% |
| 7D | -2.3% | +11.0% | -13.3% | -1.1% |
| 30D | -8.2% | -8.8% | +0.6% | -9.0% |
| 3M | +0.8% | -41.9% | +42.7% | -4.4% |
| 6M | +0.8% | -61.2% | +62.0% | -7.3% |
| YTD | +10.5% | -46.2% | +56.7% | +6.6% |
| 1Y | +14.1% | -65.2% | +79.3% | +6.3% |
| 3Y | +68.6% | -94.6% | +163.2% | +48.2% |
| 5Y | +80.4% | -99.7% | +180.1% | +31.2% |
| 10Y | +254.6% | -100.0% | +354.6% | +90.3% |
| All | +666.7% | -100.0% | +766.7% | +85.6% |
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