+3,847.4%
ANET vs UVXY
-100.0%
+3,947.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.8% | +12.4% | +4.4% |
| 7D | +3.0% | +2.8% | +0.2% | +3.6% |
| 30D | -5.2% | -11.4% | +6.2% | -6.9% |
| 3M | +27.6% | -41.5% | +69.1% | +18.3% |
| 6M | +44.4% | -61.0% | +105.4% | +27.6% |
| YTD | +52.3% | -49.8% | +102.2% | +43.5% |
| 1Y | +30.4% | -66.4% | +96.9% | +17.1% |
| 3Y | +313.3% | -94.8% | +408.0% | +254.8% |
| 5Y | +810.0% | -99.7% | +909.7% | +503.3% |
| All | +3,847.4% | -100.0% | +3,947.4% | +1,811.1% |
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