+32.0%
XLP vs UVXY
-99.7%
+131.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -0.6% |
| 7D | -1.4% | -4.7% | +3.3% | -1.6% |
| 30D | -1.3% | -17.1% | +15.8% | -2.0% |
| 3M | +1.8% | -39.9% | +41.8% | -0.1% |
| 6M | -0.8% | -66.9% | +66.0% | -4.8% |
| YTD | +9.5% | -50.1% | +59.6% | +7.4% |
| 1Y | +7.2% | -68.3% | +75.5% | +3.4% |
| 3Y | +27.1% | -95.0% | +122.1% | +17.7% |
| 5Y | +32.0% | -99.7% | +131.7% | +7.3% |
| All | +32.0% | -99.7% | +131.7% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling