+763.4%
EWT vs UVXY
-100.0%
+863.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.2% | -7.7% | -2.0% |
| 7D | -1.1% | +11.0% | -12.1% | 0.0% |
| 30D | +4.8% | -8.8% | +13.6% | +3.9% |
| 3M | +11.1% | -41.9% | +53.0% | +5.9% |
| 6M | +54.6% | -61.2% | +115.8% | +43.4% |
| YTD | +71.4% | -46.2% | +117.6% | +66.4% |
| 1Y | +82.1% | -65.2% | +147.3% | +71.3% |
| 3Y | +193.2% | -94.6% | +287.8% | +163.2% |
| 5Y | +146.1% | -99.7% | +245.8% | +85.9% |
| 10Y | +505.0% | -100.0% | +605.0% | +239.9% |
| All | +763.4% | -100.0% | +863.4% | +140.3% |
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 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