+647.5%
NSC vs UVXY
-100.0%
+747.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.2% |
| 7D | +2.5% | -22.1% | +24.5% | +0.1% |
| 30D | +1.7% | +8.2% | -6.5% | +4.3% |
| 3M | -2.6% | -12.3% | +9.8% | -2.2% |
| 6M | +6.4% | -51.0% | +57.4% | +0.7% |
| YTD | +15.5% | -49.9% | +65.4% | +12.0% |
| 1Y | +17.6% | -67.7% | +85.3% | +8.9% |
| 3Y | +75.0% | -94.1% | +169.1% | +54.3% |
| 5Y | +32.2% | -99.5% | +131.7% | -0.9% |
| 10Y | +296.6% | -100.0% | +396.6% | +114.6% |
| All | +647.5% | -100.0% | +747.5% | +78.9% |
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