+90.3%
NXT vs UVXY
-94.4%
+184.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -0.3% |
| 7D | -2.6% | +11.0% | -13.6% | -0.7% |
| 30D | -22.4% | -8.8% | -13.7% | -23.6% |
| 3M | -27.3% | -41.9% | +14.6% | -32.8% |
| 6M | -28.5% | -61.2% | +32.7% | -36.5% |
| YTD | -6.6% | -46.2% | +39.6% | -10.9% |
| 1Y | +20.4% | -65.2% | +85.6% | +9.9% |
| All | +90.3% | -94.4% | +184.8% | +66.8% |
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 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