+671.1%
XLY vs UVXY
-100.0%
+771.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | +0.1% |
| 7D | -1.7% | +2.8% | -4.5% | -1.3% |
| 30D | -4.2% | -11.4% | +7.2% | -5.4% |
| 3M | -2.7% | -41.5% | +38.8% | -8.0% |
| 6M | -0.6% | -61.0% | +60.4% | -9.1% |
| YTD | -5.0% | -49.8% | +44.8% | -9.3% |
| 1Y | -4.1% | -66.4% | +62.3% | -11.4% |
| 3Y | +33.6% | -94.8% | +128.4% | +17.2% |
| 5Y | +28.7% | -99.7% | +128.4% | -6.3% |
| 10Y | +219.6% | -100.0% | +319.6% | +73.2% |
| All | +671.1% | -100.0% | +771.1% | +110.7% |
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