-51.5%
UVXY vs ACGL
+16.1%
-67.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | -26.5% | -1.2% | -25.3% | -25.8% |
| 30D | +8.8% | +12.8% | -3.9% | -4.0% |
| 3M | -14.7% | +12.3% | -26.9% | -24.6% |
| 6M | -51.5% | +15.8% | -67.3% | -59.6% |
| All | -51.5% | +16.1% | -67.5% | -59.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling