-10.8%
NVTS vs UVXY
-70.8%
+60.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -14.1% | +23.1% | +0.6% |
| 7D | -0.3% | -6.3% | +6.0% | -2.1% |
| 30D | -24.4% | -2.7% | -21.7% | -22.5% |
| 3M | -26.5% | -29.9% | +3.5% | -36.5% |
| 6M | -41.4% | -56.5% | +15.1% | -58.6% |
| YTD | +30.7% | -54.8% | +85.5% | +12.9% |
| 1Y | -10.8% | -70.5% | +59.7% | -40.8% |
| All | -10.8% | -70.8% | +60.0% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling