+164.3%
EWY vs UVXY
-70.9%
+235.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.8% |
| 7D | +4.8% | -5.0% | +9.8% | +3.4% |
| 30D | +11.7% | -20.5% | +32.2% | +4.7% |
| 3M | -7.4% | -36.6% | +29.2% | -16.2% |
| 6M | +40.6% | -56.9% | +97.5% | +18.7% |
| YTD | +94.3% | -51.2% | +145.5% | +68.0% |
| 1Y | +164.3% | -69.8% | +234.1% | +126.8% |
| All | +164.3% | -70.9% | +235.1% | +126.8% |
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 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