-100.0%
UVXY vs ACGL
+277.0%
-377.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.3% |
| 7D | +11.0% | -3.6% | +14.7% | +4.9% |
| 30D | -8.8% | -2.1% | -6.7% | -12.0% |
| 3M | -41.9% | +5.4% | -47.3% | -38.2% |
| 6M | -61.2% | 0.0% | -61.2% | -62.0% |
| YTD | -46.2% | +0.3% | -46.5% | -48.3% |
| 1Y | -65.2% | +6.2% | -71.4% | -63.0% |
| 3Y | -94.6% | +30.9% | -125.5% | -90.1% |
| 5Y | -99.7% | +159.8% | -259.5% | -97.2% |
| All | -100.0% | +277.0% | -377.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling