+141.9%
EWJ vs UVXY
-100.0%
+241.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +9.0% | +1.6% |
| 7D | +0.3% | +2.8% | -2.5% | +0.6% |
| 30D | +0.8% | -11.4% | +12.1% | -0.2% |
| 3M | +7.5% | -41.5% | +49.0% | +2.9% |
| 6M | +15.6% | -61.0% | +76.6% | +7.8% |
| YTD | +22.7% | -49.8% | +72.6% | +18.4% |
| 1Y | +26.4% | -66.4% | +92.9% | +18.9% |
| 3Y | +72.5% | -94.8% | +167.3% | +54.9% |
| 5Y | +52.4% | -99.7% | +152.1% | +16.7% |
| All | +141.9% | -100.0% | +241.9% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling