+44.7%
EWZ vs UVXY
-94.7%
+139.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.2% |
| 7D | -0.1% | +2.3% | -2.3% | +0.2% |
| 30D | +8.2% | -15.0% | +23.2% | +6.6% |
| 3M | +13.3% | -39.8% | +53.1% | +8.7% |
| 6M | +3.6% | -60.0% | +63.6% | -3.3% |
| YTD | +21.0% | -48.8% | +69.8% | +16.4% |
| 1Y | +34.7% | -67.3% | +102.0% | +26.0% |
| All | +44.7% | -94.7% | +139.4% | +27.6% |
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 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