+1,475.1%
EQIX vs UVXY
-100.0%
+1,575.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.4% |
| 7D | -1.6% | +11.0% | -12.7% | -0.6% |
| 30D | -0.4% | -8.8% | +8.4% | -1.1% |
| 3M | -0.9% | -41.9% | +41.0% | -5.4% |
| 6M | +8.1% | -61.2% | +69.3% | +0.4% |
| YTD | +35.7% | -46.2% | +81.9% | +31.2% |
| 1Y | +34.0% | -65.2% | +99.2% | +25.5% |
| 3Y | +41.4% | -94.6% | +136.0% | +26.1% |
| 5Y | +34.0% | -99.7% | +133.7% | +1.5% |
| 10Y | +242.4% | -100.0% | +342.4% | +86.4% |
| All | +1,475.1% | -100.0% | +1,575.1% | +254.6% |
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