-100.0%
UVXY vs ACGL
+875.1%
-975.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | -2.5% |
| 7D | -5.0% | -0.7% | -4.2% | -6.4% |
| 30D | -20.5% | -1.0% | -19.5% | -22.4% |
| 3M | -36.6% | +11.0% | -47.6% | -25.6% |
| 6M | -56.9% | -0.3% | -56.6% | -58.8% |
| YTD | -51.2% | +2.3% | -53.5% | -52.3% |
| 1Y | -69.8% | +6.4% | -76.2% | -67.9% |
| 3Y | -95.1% | +34.0% | -129.0% | -89.9% |
| 5Y | -99.7% | +161.6% | -261.3% | -96.0% |
| 10Y | -100.0% | +278.6% | -378.6% | -100.0% |
| All | -100.0% | +875.1% | -975.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling