+169.4%
XLV vs UVXY
-100.0%
+269.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.8% |
| 7D | -3.6% | +2.8% | -6.3% | -3.3% |
| 30D | -1.8% | -11.4% | +9.5% | -2.7% |
| 3M | +7.8% | -41.5% | +49.3% | +3.4% |
| 6M | +9.1% | -61.0% | +70.2% | +2.1% |
| YTD | +7.7% | -49.8% | +57.6% | +3.9% |
| 1Y | +20.4% | -66.4% | +86.9% | +13.3% |
| 3Y | +30.8% | -94.8% | +125.5% | +16.4% |
| 5Y | +34.6% | -99.7% | +134.3% | +0.8% |
| All | +169.4% | -100.0% | +269.4% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling