+106.2%
XLP vs UVXY
-100.0%
+206.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.0% |
| 7D | -2.9% | +2.3% | -5.2% | -2.8% |
| 30D | -2.2% | -15.0% | +12.8% | -3.1% |
| 3M | -0.6% | -39.8% | +39.3% | -3.2% |
| 6M | -2.2% | -60.0% | +57.9% | -6.5% |
| YTD | +8.3% | -48.8% | +57.1% | +5.6% |
| 1Y | +5.7% | -67.3% | +73.0% | +1.0% |
| 3Y | +25.7% | -94.8% | +120.5% | +15.1% |
| 5Y | +31.3% | -99.7% | +131.0% | +6.4% |
| 10Y | +106.2% | -100.0% | +206.2% | +36.7% |
| All | +106.2% | -100.0% | +206.2% | +36.7% |
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