+325.3%
XLU vs UVXY
-100.0%
+425.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -0.7% |
| 7D | -1.6% | +2.8% | -4.4% | -1.4% |
| 30D | -3.3% | -11.4% | +8.1% | -3.9% |
| 3M | -3.2% | -41.5% | +38.4% | -5.6% |
| 6M | -7.0% | -61.0% | +54.1% | -10.8% |
| YTD | +0.6% | -49.8% | +50.5% | -1.7% |
| 1Y | +2.4% | -66.4% | +68.9% | -1.4% |
| 3Y | +46.3% | -94.8% | +141.0% | +36.2% |
| 5Y | +44.0% | -99.7% | +143.7% | +21.4% |
| 10Y | +140.1% | -100.0% | +240.1% | +70.5% |
| All | +325.3% | -100.0% | +425.3% | +108.4% |
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