+1,022.8%
NBIS vs UVXY
-86.3%
+1,109.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -4.4% |
| 7D | -0.8% | +2.8% | -3.6% | +0.5% |
| 30D | -13.4% | -11.4% | -2.0% | -17.3% |
| 3M | +1.0% | -41.5% | +42.6% | -15.4% |
| 6M | +100.5% | -61.0% | +161.5% | +50.2% |
| YTD | +168.3% | -49.8% | +218.1% | +136.7% |
| 1Y | +151.8% | -66.4% | +218.2% | +100.2% |
| All | +1,022.8% | -86.3% | +1,109.0% | +875.2% |
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 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