+223.9%
NXPI vs UVXY
-100.0%
+323.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.8% | +11.3% | +3.2% |
| 7D | +3.9% | +2.8% | +1.1% | +4.5% |
| 30D | +1.4% | -11.4% | +12.7% | -0.6% |
| 3M | -21.5% | -41.5% | +20.0% | -27.9% |
| 6M | +19.4% | -61.0% | +80.5% | +4.0% |
| YTD | +9.9% | -49.8% | +59.8% | +2.7% |
| 1Y | +7.9% | -66.4% | +74.3% | -4.1% |
| 3Y | +22.7% | -94.8% | +117.4% | +2.1% |
| 5Y | +22.1% | -99.7% | +121.8% | -23.4% |
| All | +223.9% | -100.0% | +323.9% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling