+0.2%
XLU vs UVXY
-57.3%
+57.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +45.4% | -46.1% | +0.1% |
| 7D | +0.4% | +41.0% | -40.6% | +1.1% |
| 30D | +5.2% | +46.9% | -41.7% | +6.2% |
| 3M | -0.1% | +7.0% | -7.1% | +0.1% |
| 6M | -5.3% | -37.0% | +31.6% | -6.4% |
| YTD | +3.5% | -34.3% | +37.8% | +2.9% |
| 1Y | +0.2% | -54.8% | +55.0% | -2.2% |
| All | +0.2% | -57.3% | +57.6% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling