+338.0%
ACN vs UVXY
-100.0%
+438.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.4% | -3.9% |
| 7D | -4.8% | -4.7% | -0.1% | -5.3% |
| 30D | +1.9% | -17.1% | +19.0% | 0.0% |
| 3M | +3.9% | -39.9% | +43.8% | -1.4% |
| 6M | -15.0% | -66.9% | +51.8% | -23.6% |
| YTD | -31.9% | -50.1% | +18.2% | -35.2% |
| 1Y | -28.5% | -68.3% | +39.8% | -34.5% |
| 3Y | -41.9% | -95.0% | +53.1% | -50.1% |
| 5Y | -42.9% | -99.7% | +56.8% | -59.0% |
| 10Y | +88.7% | -100.0% | +188.7% | +1.2% |
| All | +338.0% | -100.0% | +438.0% | +4.2% |
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 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