+45.4%
NU vs UVXY
-99.5%
+144.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.0% | +1.3% |
| 7D | -4.2% | +11.0% | -15.2% | -1.9% |
| 30D | +10.0% | -8.8% | +18.8% | +8.2% |
| 3M | +29.3% | -41.9% | +71.2% | +16.5% |
| 6M | +0.9% | -61.2% | +62.1% | -14.5% |
| YTD | -10.3% | -46.2% | +35.9% | -16.3% |
| 1Y | -3.2% | -65.2% | +62.0% | -15.8% |
| 3Y | +120.6% | -94.6% | +215.1% | +66.7% |
| All | +45.4% | -99.5% | +144.9% | -38.6% |
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