-100.0%
UVXY vs ACGL
+322.9%
-422.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.5% |
| 7D | -26.5% | -1.2% | -25.3% | -27.7% |
| 30D | +8.8% | +12.8% | -3.9% | +30.3% |
| 3M | -14.7% | +12.3% | -26.9% | +0.9% |
| 6M | -51.5% | +15.8% | -67.3% | -41.6% |
| YTD | -51.7% | +13.9% | -65.6% | -44.0% |
| 1Y | -65.7% | +19.0% | -84.7% | -57.3% |
| 3Y | -94.4% | +33.7% | -128.1% | -90.0% |
| 5Y | -99.5% | +173.4% | -272.9% | -96.0% |
| All | -100.0% | +322.9% | -422.9% | -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