+584.9%
XYZ vs UVXY
-100.0%
+684.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +3.7% |
| 7D | -1.1% | -22.1% | +21.0% | -6.0% |
| 30D | +11.5% | +8.2% | +3.3% | +17.9% |
| 3M | +1.8% | -12.3% | +14.1% | +3.0% |
| 6M | +21.2% | -51.0% | +72.2% | +8.8% |
| YTD | +29.9% | -49.9% | +79.9% | +23.4% |
| 1Y | +35.8% | -67.7% | +103.5% | +16.9% |
| 3Y | +62.6% | -94.1% | +156.7% | +30.8% |
| 5Y | -62.8% | -99.5% | +36.7% | -77.1% |
| All | +584.9% | -100.0% | +684.9% | +210.0% |
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