-65.8%
ETSY vs UVXY
-99.7%
+33.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.4% | +0.4% |
| 7D | -4.9% | +2.8% | -7.7% | -4.3% |
| 30D | -8.6% | -11.4% | +2.7% | -10.5% |
| 3M | +4.8% | -41.5% | +46.3% | -4.3% |
| 6M | +38.1% | -61.0% | +99.1% | +19.3% |
| YTD | +31.2% | -49.8% | +81.1% | +21.4% |
| 1Y | +22.1% | -66.4% | +88.5% | +7.2% |
| 3Y | +12.2% | -94.8% | +107.0% | -15.0% |
| All | -65.8% | -99.7% | +33.9% | -84.4% |
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 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