-100.0%
UVXY vs ACI
+21.2%
-121.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.2% | -10.0% | -5.9% |
| 7D | +2.8% | -3.7% | +6.5% | +1.9% |
| 30D | -11.4% | +0.6% | -11.9% | -11.1% |
| 3M | -41.5% | -20.3% | -21.2% | -44.9% |
| 6M | -61.0% | -24.7% | -36.4% | -64.0% |
| YTD | -49.8% | -27.2% | -22.6% | -54.3% |
| 1Y | -66.4% | -32.7% | -33.7% | -70.3% |
| 3Y | -94.8% | -43.9% | -50.9% | -95.5% |
| 5Y | -99.7% | -38.9% | -60.8% | -99.7% |
| All | -100.0% | +21.2% | -121.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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