+155.1%
NEM vs UVXY
-99.7%
+254.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | +0.1% |
| 7D | -1.0% | +2.8% | -3.8% | -0.8% |
| 30D | +7.8% | -11.4% | +19.2% | +7.2% |
| 3M | +30.2% | -41.5% | +71.7% | +27.1% |
| 6M | +9.6% | -61.0% | +70.7% | +5.6% |
| YTD | +27.8% | -49.8% | +77.7% | +25.2% |
| 1Y | +60.7% | -66.4% | +127.1% | +55.4% |
| 3Y | +245.3% | -94.8% | +340.1% | +228.0% |
| All | +155.1% | -99.7% | +254.8% | +128.8% |
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