+139.5%
XLP vs UVXY
-100.0%
+239.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.6% |
| 7D | +2.5% | -22.1% | +24.6% | +1.3% |
| 30D | +7.3% | +8.2% | -0.9% | +8.6% |
| 3M | +8.1% | -12.3% | +20.4% | +8.2% |
| 6M | +10.5% | -51.0% | +61.5% | +7.2% |
| YTD | +21.2% | -49.9% | +71.1% | +19.0% |
| 1Y | +22.7% | -67.7% | +90.4% | +17.6% |
| 3Y | +44.8% | -94.1% | +138.9% | +34.0% |
| 5Y | +44.7% | -99.5% | +144.3% | +20.8% |
| All | +139.5% | -100.0% | +239.5% | +70.7% |
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