+1,457.4%
NDAQ vs UVXY
-100.0%
+1,557.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -1.7% |
| 7D | -2.6% | -4.7% | +2.2% | -3.0% |
| 30D | +0.5% | -17.1% | +17.5% | -1.3% |
| 3M | +9.9% | -39.9% | +49.8% | +5.3% |
| 6M | +8.2% | -66.9% | +75.1% | -1.1% |
| YTD | -1.5% | -50.1% | +48.6% | -5.4% |
| 1Y | +1.3% | -68.3% | +69.6% | -5.8% |
| 3Y | +92.6% | -95.0% | +187.5% | +70.8% |
| 5Y | +53.8% | -99.7% | +153.5% | +17.0% |
| 10Y | +376.0% | -100.0% | +476.0% | +176.6% |
| All | +1,457.4% | -100.0% | +1,557.4% | +289.1% |
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 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