+170.4%
NXT vs UVXY
-98.5%
+268.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -3.2% |
| 7D | -0.2% | +2.3% | -2.5% | +0.2% |
| 30D | -20.0% | -15.0% | -4.9% | -22.1% |
| 3M | -30.9% | -39.8% | +8.9% | -35.7% |
| 6M | -23.8% | -60.0% | +36.2% | -32.1% |
| YTD | -5.4% | -48.8% | +43.4% | -10.5% |
| 1Y | +28.0% | -67.3% | +95.3% | +15.8% |
| 3Y | +93.3% | -94.8% | +188.1% | +66.7% |
| All | +170.4% | -98.5% | +268.9% | +97.9% |
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