+599.1%
XYZ vs UVXY
-100.0%
+699.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -1.4% |
| 7D | -4.3% | +2.8% | -7.1% | -3.6% |
| 30D | +1.2% | -11.4% | +12.6% | -1.2% |
| 3M | +14.6% | -41.5% | +56.2% | +2.7% |
| 6M | +22.6% | -61.0% | +83.6% | +2.9% |
| YTD | +21.7% | -49.8% | +71.5% | +11.3% |
| 1Y | +6.7% | -66.4% | +73.2% | -8.5% |
| 3Y | +46.8% | -94.8% | +141.6% | +14.9% |
| 5Y | -68.0% | -99.7% | +31.7% | -82.1% |
| All | +599.1% | -100.0% | +699.1% | +202.2% |
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