-99.7%
UVXY vs ACGL
+158.6%
-258.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | -0.8% |
| 7D | -4.7% | -2.9% | -1.8% | -8.1% |
| 30D | -17.1% | -2.8% | -14.3% | -20.1% |
| 3M | -39.9% | +6.8% | -46.7% | -35.3% |
| 6M | -66.9% | -1.5% | -65.3% | -68.1% |
| YTD | -50.1% | -0.2% | -49.9% | -51.7% |
| 1Y | -68.3% | +5.3% | -73.6% | -66.6% |
| 3Y | -95.0% | +30.3% | -125.2% | -90.9% |
| 5Y | -99.7% | +151.8% | -251.5% | -96.7% |
| All | -99.7% | +158.6% | -258.3% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling