+1,642.7%
NXPI vs UVXY
-100.0%
+1,742.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.3% |
| 7D | +0.7% | -4.7% | +5.4% | -0.1% |
| 30D | -6.6% | -17.1% | +10.5% | -9.5% |
| 3M | -25.4% | -39.9% | +14.5% | -30.8% |
| 6M | +11.9% | -66.9% | +78.8% | -4.4% |
| YTD | +4.0% | -50.1% | +54.1% | -2.7% |
| 1Y | +1.0% | -68.3% | +69.4% | -10.6% |
| 3Y | +16.3% | -95.0% | +111.3% | -2.9% |
| 5Y | +17.7% | -99.7% | +117.4% | -23.5% |
| 10Y | +195.8% | -100.0% | +295.8% | +23.9% |
| All | +1,642.7% | -100.0% | +1,742.7% | +67.7% |
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