+21.4%
EWZ vs UVXY
-100.0%
+121.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.9% |
| 7D | +0.8% | -22.1% | +22.8% | -2.1% |
| 30D | -24.4% | +8.2% | -32.5% | -22.2% |
| 3M | -4.6% | -12.3% | +7.7% | -4.3% |
| 6M | -11.6% | -51.0% | +39.4% | -17.1% |
| YTD | +2.4% | -49.9% | +52.3% | -1.0% |
| 1Y | +2.1% | -67.7% | +69.8% | -6.4% |
| 3Y | +18.7% | -94.1% | +112.8% | +2.0% |
| 5Y | +54.2% | -99.5% | +153.7% | +8.7% |
| 10Y | +65.9% | -100.0% | +165.9% | -21.1% |
| All | +21.4% | -100.0% | +121.4% | -79.0% |
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