+1,213.8%
AXTI vs UVXY
-100.0%
+1,313.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -1.1% |
| 7D | +5.1% | +2.8% | +2.3% | +5.7% |
| 30D | -17.5% | -11.4% | -6.1% | -19.0% |
| 3M | -26.7% | -41.5% | +14.8% | -31.4% |
| 6M | +36.8% | -61.0% | +97.8% | +21.8% |
| YTD | +296.1% | -49.8% | +346.0% | +280.9% |
| 1Y | +1,810.6% | -66.4% | +1,877.1% | +1,674.4% |
| 3Y | +2,587.6% | -94.8% | +2,682.3% | +2,373.4% |
| 5Y | +601.7% | -99.7% | +701.4% | +415.3% |
| 10Y | +1,460.7% | -100.0% | +1,560.7% | +798.1% |
| All | +1,213.8% | -100.0% | +1,313.8% | +297.4% |
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