-94.3%
UVXY vs ACGL
+33.3%
-127.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -26.5% | -1.2% | -25.3% | -27.0% |
| 30D | +8.8% | +12.8% | -3.9% | +18.3% |
| 3M | -14.7% | +12.3% | -26.9% | -7.6% |
| 6M | -51.5% | +15.8% | -67.3% | -46.7% |
| YTD | -51.7% | +13.9% | -65.6% | -47.8% |
| 1Y | -65.7% | +19.0% | -84.7% | -61.0% |
| All | -94.3% | +33.3% | -127.6% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling