+62.4%
EWY vs UVXY
-70.8%
+133.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.1% | +12.2% | -6.7% |
| 7D | -8.3% | -6.3% | -2.0% | -9.6% |
| 30D | -20.5% | -2.7% | -17.9% | -19.8% |
| 3M | -11.1% | -29.9% | +18.8% | -19.1% |
| 6M | -7.0% | -56.5% | +49.5% | -23.7% |
| YTD | +56.5% | -54.8% | +111.3% | +31.8% |
| 1Y | +62.4% | -70.5% | +132.9% | +26.6% |
| All | +62.4% | -70.8% | +133.2% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling