-1.2%
AGNC vs UVXY
-57.3%
+56.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +45.4% | -45.9% | +3.3% |
| 7D | -0.1% | +41.0% | -41.1% | +3.7% |
| 30D | +2.8% | +46.9% | -44.2% | +7.4% |
| 3M | -14.2% | +7.0% | -21.2% | -13.2% |
| 6M | -11.7% | -37.0% | +25.3% | -14.8% |
| YTD | -7.7% | -34.3% | +26.6% | -10.3% |
| 1Y | -1.2% | -54.8% | +53.6% | -5.9% |
| All | -1.2% | -57.3% | +56.2% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling