+420.3%
NVT vs UVXY
-99.7%
+520.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.8% | +11.4% | +3.4% |
| 7D | +4.1% | +2.8% | +1.3% | +4.7% |
| 30D | -5.1% | -11.4% | +6.2% | -7.0% |
| 3M | -1.2% | -41.5% | +40.3% | -9.1% |
| 6M | +46.6% | -61.0% | +107.6% | +28.2% |
| YTD | +60.0% | -49.8% | +109.8% | +49.8% |
| 1Y | +70.8% | -66.4% | +137.2% | +52.3% |
| 3Y | +187.5% | -94.8% | +282.3% | +141.1% |
| All | +420.3% | -99.7% | +520.0% | +226.1% |
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