+402.6%
EWY vs UVXY
-100.0%
+502.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.2% | -9.4% | -3.6% |
| 7D | +1.2% | +11.0% | -9.8% | +2.5% |
| 30D | +9.3% | -8.8% | +18.1% | +8.3% |
| 3M | +2.4% | -41.9% | +44.3% | -2.7% |
| 6M | +40.3% | -61.2% | +101.5% | +29.8% |
| YTD | +88.0% | -46.2% | +134.2% | +83.1% |
| 1Y | +143.8% | -65.2% | +209.0% | +129.2% |
| 3Y | +217.8% | -94.6% | +312.3% | +182.5% |
| 5Y | +142.7% | -99.7% | +242.4% | +78.1% |
| 10Y | +291.7% | -100.0% | +391.7% | +111.9% |
| All | +402.6% | -100.0% | +502.6% | +11.5% |
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