+187.5%
NEM vs UVXY
-100.0%
+287.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -1.8% |
| 7D | -3.3% | +11.0% | -14.3% | -2.8% |
| 30D | +7.8% | -8.8% | +16.6% | +7.5% |
| 3M | +36.3% | -41.9% | +78.2% | +33.5% |
| 6M | +6.6% | -61.2% | +67.7% | +3.2% |
| YTD | +27.1% | -46.2% | +73.3% | +25.5% |
| 1Y | +62.3% | -65.2% | +127.5% | +58.0% |
| 3Y | +245.1% | -94.6% | +339.6% | +228.3% |
| 5Y | +154.0% | -99.7% | +253.7% | +124.1% |
| 10Y | +311.0% | -100.0% | +411.0% | +210.7% |
| All | +187.5% | -100.0% | +287.5% | +25.0% |
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