+172.1%
NXT vs UVXY
-98.6%
+270.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.8% | +8.7% | +0.7% |
| 7D | -1.9% | +2.8% | -4.7% | -1.3% |
| 30D | -20.0% | -11.4% | -8.7% | -21.5% |
| 3M | -30.7% | -41.5% | +10.8% | -35.9% |
| 6M | -29.0% | -61.0% | +32.1% | -36.9% |
| YTD | -4.8% | -49.8% | +45.0% | -10.2% |
| 1Y | +22.8% | -66.4% | +89.2% | +11.4% |
| 3Y | +93.9% | -94.8% | +188.7% | +67.6% |
| All | +172.1% | -98.6% | +270.7% | +98.6% |
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