+149.4%
EWT vs UVXY
-99.7%
+249.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.8% | +8.6% | +0.9% |
| 7D | -1.1% | +2.8% | -3.9% | -0.7% |
| 30D | +4.5% | -11.4% | +15.8% | +3.0% |
| 3M | +8.3% | -41.5% | +49.8% | +2.1% |
| 6M | +54.2% | -61.0% | +115.3% | +40.6% |
| YTD | +74.6% | -49.8% | +124.4% | +66.5% |
| 1Y | +84.9% | -66.4% | +151.3% | +70.5% |
| 3Y | +197.5% | -94.8% | +292.3% | +159.2% |
| All | +149.4% | -99.7% | +249.1% | +73.8% |
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