+237.0%
EWJ vs UVXY
-100.0%
+337.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.7% | -0.1% |
| 7D | -1.5% | +11.0% | -12.5% | -0.5% |
| 30D | +0.2% | -8.8% | +8.9% | -0.6% |
| 3M | +8.6% | -41.9% | +50.5% | +4.1% |
| 6M | +12.1% | -61.2% | +73.3% | +4.9% |
| YTD | +20.1% | -46.2% | +66.3% | +16.8% |
| 1Y | +25.2% | -65.2% | +90.4% | +18.4% |
| 3Y | +70.8% | -94.6% | +165.3% | +54.4% |
| 5Y | +49.2% | -99.7% | +148.8% | +15.9% |
| 10Y | +138.6% | -100.0% | +238.6% | +41.3% |
| All | +237.0% | -100.0% | +337.0% | +11.9% |
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