+142.5%
ETSY vs UVXY
-100.0%
+242.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.4% | +0.6% |
| 7D | -4.9% | +2.8% | -7.7% | -4.4% |
| 30D | -8.6% | -11.4% | +2.7% | -10.2% |
| 3M | +4.8% | -41.5% | +46.3% | -2.9% |
| 6M | +38.1% | -61.0% | +99.1% | +22.2% |
| YTD | +31.2% | -49.8% | +81.1% | +22.9% |
| 1Y | +22.1% | -66.4% | +88.5% | +9.6% |
| 3Y | +12.2% | -94.8% | +107.0% | -7.7% |
| 5Y | -66.5% | -99.7% | +33.2% | -78.4% |
| 10Y | +433.4% | -100.0% | +533.4% | +140.3% |
| All | +142.5% | -100.0% | +242.5% | -1.9% |
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