-12.9%
NVTS vs UVXY
-99.6%
+86.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.2% | -9.0% | -2.0% |
| 7D | +0.5% | +11.0% | -10.6% | +4.5% |
| 30D | -18.0% | -8.8% | -9.2% | -20.3% |
| 3M | -45.6% | -41.9% | -3.7% | -53.7% |
| 6M | +28.5% | -61.2% | +89.6% | +0.8% |
| YTD | +56.2% | -46.2% | +102.4% | +45.7% |
| 1Y | +97.7% | -65.2% | +162.9% | +66.8% |
| 3Y | +35.0% | -94.6% | +129.6% | +6.0% |
| All | -12.9% | -99.6% | +86.7% | -59.8% |
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 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