+190.4%
ETN vs UVXY
-99.7%
+290.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.8% | +10.7% | +2.9% |
| 7D | +3.5% | +2.8% | +0.7% | +4.1% |
| 30D | -7.5% | -11.4% | +3.8% | -9.1% |
| 3M | +8.3% | -41.5% | +49.8% | +0.7% |
| 6M | +20.2% | -61.0% | +81.2% | +6.9% |
| YTD | +34.7% | -49.8% | +84.5% | +26.9% |
| 1Y | +19.4% | -66.4% | +85.9% | +7.7% |
| 3Y | +85.5% | -94.8% | +180.3% | +57.8% |
| All | +190.4% | -99.7% | +290.1% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling