-5.5%
ETN vs UVXY
-70.8%
+65.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -14.1% | +4.3% | -12.8% |
| 7D | -10.1% | -6.3% | -3.8% | -10.9% |
| 30D | -18.4% | -2.7% | -15.7% | -17.8% |
| 3M | -20.4% | -29.9% | +9.5% | -24.9% |
| 6M | -16.0% | -56.5% | +40.5% | -25.9% |
| YTD | +11.8% | -54.8% | +66.6% | +3.7% |
| 1Y | -5.5% | -70.5% | +65.0% | -21.2% |
| All | -5.5% | -70.8% | +65.3% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling