+50.4%
EWJ vs UVXY
-99.7%
+150.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +9.0% | +1.5% |
| 7D | +0.3% | +2.8% | -2.5% | +0.6% |
| 30D | +0.8% | -11.4% | +12.1% | -0.3% |
| 3M | +7.5% | -41.5% | +49.0% | +2.4% |
| 6M | +15.6% | -61.0% | +76.6% | +7.0% |
| YTD | +22.7% | -49.8% | +72.6% | +17.8% |
| 1Y | +26.4% | -66.4% | +92.9% | +18.0% |
| 3Y | +72.5% | -94.8% | +167.3% | +52.9% |
| All | +50.4% | -99.7% | +150.1% | +10.3% |
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