+42.8%
XLP vs UVXY
-99.5%
+142.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -20.2% | +21.1% | +0.1% |
| 7D | +0.1% | -5.6% | +5.7% | +0.3% |
| 30D | +8.9% | +12.8% | -3.9% | +10.1% |
| 3M | +7.5% | -14.8% | +22.3% | +7.4% |
| 6M | +9.4% | -49.0% | +58.4% | +7.2% |
| YTD | +19.3% | -48.8% | +68.0% | +17.8% |
| 1Y | +21.7% | -66.4% | +88.2% | +18.1% |
| 3Y | +44.0% | -94.4% | +138.4% | +33.9% |
| 5Y | +42.8% | -99.5% | +142.3% | +18.0% |
| All | +42.8% | -99.5% | +142.3% | +18.0% |
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