+2,116.5%
ENTG vs UVXY
-100.0%
+2,216.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.8% |
| 7D | +8.9% | +2.3% | +6.6% | +9.4% |
| 30D | -0.8% | -15.0% | +14.2% | -3.5% |
| 3M | +6.6% | -39.8% | +46.4% | -0.8% |
| 6M | +22.1% | -60.0% | +82.1% | +8.1% |
| YTD | +70.2% | -48.8% | +119.0% | +61.7% |
| 1Y | +76.7% | -67.3% | +144.0% | +59.8% |
| 3Y | +50.5% | -94.8% | +145.3% | +31.1% |
| 5Y | +21.8% | -99.7% | +121.5% | -16.1% |
| 10Y | +811.7% | -100.0% | +911.7% | +329.6% |
| All | +2,116.5% | -100.0% | +2,216.5% | +212.9% |
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 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