+20.6%
NXPI vs UVXY
-99.7%
+120.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.8% | +11.3% | +3.0% |
| 7D | +3.9% | +2.8% | +1.1% | +4.6% |
| 30D | +1.4% | -11.4% | +12.7% | -0.9% |
| 3M | -21.5% | -41.5% | +20.0% | -29.0% |
| 6M | +19.4% | -61.0% | +80.5% | +1.6% |
| YTD | +9.9% | -49.8% | +59.8% | +1.4% |
| 1Y | +7.9% | -66.4% | +74.3% | -6.1% |
| 3Y | +22.7% | -94.8% | +117.4% | -2.9% |
| All | +20.6% | -99.7% | +120.2% | -36.3% |
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