+64.2%
EWZ vs UVXY
-100.0%
+164.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -1.4% |
| 7D | +0.1% | -26.5% | +26.6% | -3.6% |
| 30D | -25.9% | +8.8% | -34.7% | -23.6% |
| 3M | -6.1% | -14.7% | +8.5% | -6.2% |
| 6M | -16.1% | -51.5% | +35.4% | -21.7% |
| YTD | +1.0% | -51.7% | +52.7% | -3.0% |
| 1Y | 0.0% | -65.7% | +65.6% | -8.0% |
| 3Y | +16.8% | -94.4% | +111.2% | -1.6% |
| 5Y | +52.1% | -99.5% | +151.6% | +2.9% |
| All | +64.2% | -100.0% | +164.2% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling