+782.9%
ENTG vs UVXY
-100.0%
+882.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +8.9% | +0.7% |
| 7D | +1.2% | +2.8% | -1.6% | +1.9% |
| 30D | -12.9% | -11.4% | -1.5% | -14.9% |
| 3M | -3.1% | -41.5% | +38.5% | -11.9% |
| 6M | +21.0% | -61.0% | +82.1% | +3.8% |
| YTD | +67.0% | -49.8% | +116.9% | +56.2% |
| 1Y | +68.6% | -66.4% | +135.1% | +49.8% |
| 3Y | +48.6% | -94.8% | +143.4% | +24.6% |
| 5Y | +18.6% | -99.7% | +118.3% | -27.1% |
| All | +782.9% | -100.0% | +882.9% | +264.0% |
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