+6.6%
NEM vs UVXY
-58.6%
+65.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -0.7% |
| 7D | -3.3% | +11.0% | -14.3% | -0.6% |
| 30D | +7.8% | -8.8% | +16.6% | +5.9% |
| 3M | +36.3% | -41.9% | +78.2% | +22.4% |
| 6M | +6.6% | -61.2% | +67.7% | -6.9% |
| All | +6.6% | -58.6% | +65.1% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling