-40.2%
INTU vs UVXY
-99.7%
+59.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.8% | +9.6% | +1.8% |
| 7D | -3.3% | +2.8% | -6.1% | -2.8% |
| 30D | -3.9% | -11.4% | +7.4% | -5.5% |
| 3M | +16.6% | -41.5% | +58.2% | +8.1% |
| 6M | -26.4% | -61.0% | +34.6% | -35.3% |
| YTD | -51.0% | -49.8% | -1.2% | -54.3% |
| 1Y | -50.8% | -66.4% | +15.7% | -56.3% |
| 3Y | -40.1% | -94.8% | +54.7% | -53.0% |
| All | -40.2% | -99.7% | +59.5% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling