+325.7%
XLP vs UVXY
-100.0%
+425.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.0% | -5.0% | +4.0% | -1.3% |
| 30D | -0.9% | -20.5% | +19.7% | -2.2% |
| 3M | +3.8% | -36.6% | +40.4% | +1.3% |
| 6M | -1.7% | -56.9% | +55.2% | -5.6% |
| YTD | +10.3% | -51.2% | +61.5% | +7.1% |
| 1Y | +7.8% | -69.8% | +77.6% | +2.3% |
| 3Y | +27.2% | -95.1% | +122.3% | +16.2% |
| 5Y | +32.5% | -99.7% | +132.2% | +8.3% |
| 10Y | +101.8% | -100.0% | +201.8% | +34.7% |
| All | +325.7% | -100.0% | +425.7% | +82.5% |
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