+45.0%
NSC vs UVXY
-99.7%
+144.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.2% |
| 7D | -2.0% | +2.3% | -4.3% | -1.8% |
| 30D | -3.2% | -15.0% | +11.8% | -4.6% |
| 3M | +3.9% | -39.8% | +43.7% | -0.6% |
| 6M | +7.8% | -60.0% | +67.8% | -0.1% |
| YTD | +13.4% | -48.8% | +62.3% | +8.9% |
| 1Y | +20.3% | -67.3% | +87.6% | +11.6% |
| 3Y | +76.1% | -94.8% | +170.9% | +53.5% |
| 5Y | +45.0% | -99.7% | +144.7% | +4.2% |
| All | +45.0% | -99.7% | +144.7% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling