+659.8%
NSC vs UVXY
-100.0%
+759.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +1.3% |
| 7D | +1.6% | -26.5% | +28.1% | -1.4% |
| 30D | +4.2% | +8.8% | -4.7% | +6.9% |
| 3M | -0.2% | -14.7% | +14.4% | -0.2% |
| 6M | +7.6% | -51.5% | +59.0% | +1.7% |
| YTD | +17.4% | -51.7% | +69.1% | +13.3% |
| 1Y | +18.3% | -65.7% | +84.0% | +10.4% |
| 3Y | +79.8% | -94.4% | +174.2% | +57.7% |
| 5Y | +34.3% | -99.5% | +133.9% | +0.3% |
| 10Y | +303.1% | -100.0% | +403.1% | +117.2% |
| All | +659.8% | -100.0% | +759.8% | +81.0% |
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