+1,978.3%
NOW vs UVXY
-100.0%
+2,078.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +2.1% |
| 7D | +0.3% | -22.1% | +22.3% | -3.0% |
| 30D | -27.0% | +8.2% | -35.1% | -24.3% |
| 3M | -19.6% | -12.3% | -7.3% | -19.1% |
| 6M | +17.5% | -51.0% | +68.5% | +9.1% |
| YTD | -33.3% | -49.9% | +16.7% | -36.2% |
| 1Y | -39.8% | -67.7% | +27.9% | -46.0% |
| 3Y | -19.9% | -94.1% | +74.2% | -31.8% |
| 5Y | -26.1% | -99.5% | +73.5% | -47.7% |
| 10Y | +518.7% | -100.0% | +618.7% | +188.2% |
| All | +1,978.3% | -100.0% | +2,078.3% | +507.0% |
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