+5,706.3%
ANET vs UVXY
-100.0%
+5,806.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.8% | +12.4% | +4.6% |
| 7D | +3.0% | +2.8% | +0.2% | +3.6% |
| 30D | -5.2% | -11.4% | +6.2% | -6.7% |
| 3M | +27.6% | -41.5% | +69.1% | +19.2% |
| 6M | +44.4% | -61.0% | +105.4% | +29.2% |
| YTD | +52.3% | -49.8% | +102.2% | +44.5% |
| 1Y | +30.4% | -66.4% | +96.9% | +18.5% |
| 3Y | +313.3% | -94.8% | +408.0% | +261.6% |
| 5Y | +810.0% | -99.7% | +909.7% | +533.9% |
| 10Y | +3,903.8% | -100.0% | +4,003.8% | +1,891.0% |
| All | +5,706.3% | -100.0% | +5,806.3% | +2,507.5% |
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