-63.7%
XYZ vs UVXY
-99.5%
+35.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +3.8% |
| 7D | -1.1% | -22.1% | +21.0% | -6.7% |
| 30D | +11.5% | +8.2% | +3.3% | +18.7% |
| 3M | +1.8% | -12.3% | +14.1% | +3.0% |
| 6M | +21.2% | -51.0% | +72.2% | +6.6% |
| YTD | +29.9% | -49.9% | +79.9% | +22.0% |
| 1Y | +35.8% | -67.7% | +103.5% | +13.6% |
| 3Y | +62.6% | -94.1% | +156.7% | +20.0% |
| All | -63.7% | -99.5% | +35.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling