+648.1%
NSC vs UVXY
-100.0%
+748.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.6% |
| 7D | -5.5% | -5.0% | -0.5% | -6.0% |
| 30D | -3.2% | -20.5% | +17.3% | -5.6% |
| 3M | +7.7% | -36.6% | +44.3% | +3.0% |
| 6M | +4.5% | -56.9% | +61.4% | -2.8% |
| YTD | +15.6% | -51.2% | +66.8% | +9.8% |
| 1Y | +19.8% | -69.8% | +89.6% | +9.1% |
| 3Y | +70.1% | -95.1% | +165.2% | +46.4% |
| 5Y | +46.1% | -99.7% | +145.8% | +4.1% |
| 10Y | +328.1% | -100.0% | +428.1% | +125.1% |
| All | +648.1% | -100.0% | +748.1% | +75.3% |
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