+222.9%
EWY vs UVXY
-94.8%
+317.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.8% | +10.0% | +2.2% |
| 7D | -0.1% | +2.8% | -2.9% | +0.5% |
| 30D | +7.3% | -11.4% | +18.7% | +5.6% |
| 3M | -5.1% | -41.5% | +36.4% | -11.1% |
| 6M | +42.1% | -61.0% | +103.1% | +28.9% |
| YTD | +94.1% | -49.8% | +144.0% | +84.2% |
| 1Y | +147.8% | -66.4% | +214.3% | +127.7% |
| 3Y | +222.9% | -94.8% | +317.7% | +179.2% |
| All | +222.9% | -94.8% | +317.7% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling