0.0%
EWZ vs UVXY
-64.9%
+64.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -1.6% |
| 7D | +0.1% | -26.5% | +26.6% | -2.8% |
| 30D | -25.9% | +8.8% | -34.7% | -23.8% |
| 3M | -6.1% | -14.7% | +8.5% | -6.6% |
| 6M | -16.1% | -51.5% | +35.4% | -22.5% |
| YTD | +1.0% | -51.7% | +52.7% | -6.4% |
| 1Y | 0.0% | -65.7% | +65.6% | -10.2% |
| All | 0.0% | -64.9% | +64.9% | -10.2% |
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 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