+42.8%
EQIX vs UVXY
-94.8%
+137.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.1% | +0.7% |
| 7D | +0.2% | +2.8% | -2.6% | +0.5% |
| 30D | -2.5% | -11.4% | +8.9% | -3.4% |
| 3M | 0.0% | -41.5% | +41.5% | -4.3% |
| 6M | +7.6% | -61.0% | +68.7% | +0.3% |
| YTD | +37.5% | -49.8% | +87.4% | +32.4% |
| 1Y | +32.9% | -66.4% | +99.4% | +24.5% |
| 3Y | +42.8% | -94.8% | +137.5% | +23.4% |
| All | +42.8% | -94.8% | +137.6% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling