+43.4%
NVTS vs UVXY
-94.8%
+138.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.8% | +11.1% | +1.8% |
| 7D | -1.4% | +2.8% | -4.2% | -0.1% |
| 30D | -16.5% | -11.4% | -5.1% | -19.7% |
| 3M | -47.6% | -41.5% | -6.1% | -55.6% |
| 6M | +7.3% | -61.0% | +68.3% | -16.6% |
| YTD | +62.9% | -49.8% | +112.7% | +47.6% |
| 1Y | +91.3% | -66.4% | +157.7% | +58.6% |
| 3Y | +43.4% | -94.8% | +138.2% | +15.2% |
| All | +43.4% | -94.8% | +138.2% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling