+700.9%
NI vs UVXY
-100.0%
+800.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.3% |
| 7D | -0.6% | +11.0% | -11.6% | +0.1% |
| 30D | -1.4% | -8.8% | +7.4% | -1.9% |
| 3M | -10.6% | -41.9% | +31.3% | -13.3% |
| 6M | -9.9% | -61.2% | +51.3% | -14.3% |
| YTD | +1.2% | -46.2% | +47.4% | -1.1% |
| 1Y | +4.4% | -65.2% | +69.6% | 0.0% |
| 3Y | +68.6% | -94.6% | +163.2% | +55.2% |
| 5Y | +98.0% | -99.7% | +197.7% | +62.0% |
| 10Y | +143.6% | -100.0% | +243.6% | +59.9% |
| All | +700.9% | -100.0% | +800.9% | +225.8% |
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 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