+780.0%
NOW vs UVXY
-100.0%
+880.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.1% | +0.9% |
| 7D | -9.9% | +11.0% | -20.9% | -8.3% |
| 30D | +2.8% | -8.8% | +11.6% | +1.6% |
| 3M | +23.7% | -41.9% | +65.6% | +14.0% |
| 6M | +12.5% | -61.2% | +73.7% | -1.3% |
| YTD | -14.4% | -46.2% | +31.8% | -19.5% |
| 1Y | -29.0% | -65.2% | +36.2% | -36.7% |
| 3Y | +9.3% | -94.6% | +103.9% | -10.3% |
| 5Y | +1.2% | -99.7% | +100.9% | -36.2% |
| All | +780.0% | -100.0% | +880.0% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling