+1,381.0%
NET vs UVXY
-100.0%
+1,481.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.1% | +11.5% | -5.5% |
| 7D | -16.4% | -6.3% | -10.1% | -16.9% |
| 30D | -25.8% | -2.7% | -23.1% | -25.4% |
| 3M | -11.5% | -29.9% | +18.4% | -16.5% |
| 6M | +18.9% | -56.5% | +75.4% | +3.2% |
| YTD | +35.2% | -54.8% | +90.0% | +22.6% |
| 1Y | +14.5% | -70.5% | +85.0% | -4.1% |
| 3Y | +313.8% | -95.2% | +409.1% | +209.5% |
| 5Y | +32.6% | -99.6% | +132.1% | -21.9% |
| All | +1,381.0% | -100.0% | +1,481.0% | +622.6% |
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