+20.2%
ETN vs UVXY
-62.8%
+83.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.8% | +10.7% | +2.1% |
| 7D | +3.5% | +2.8% | +0.7% | +4.4% |
| 30D | -7.5% | -11.4% | +3.8% | -10.1% |
| 3M | +8.3% | -41.5% | +49.8% | -3.5% |
| 6M | +20.2% | -61.0% | +81.2% | +2.6% |
| All | +20.2% | -62.8% | +83.0% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling