-66.4%
UVXY vs ACI
-32.3%
-34.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.2% | -10.0% | -7.4% |
| 7D | +2.8% | -3.7% | +6.5% | +3.5% |
| 30D | -11.4% | +0.6% | -11.9% | -11.5% |
| 3M | -41.5% | -20.3% | -21.2% | -39.0% |
| 6M | -61.0% | -24.7% | -36.4% | -58.2% |
| YTD | -49.8% | -27.2% | -22.6% | -44.8% |
| 1Y | -66.4% | -32.7% | -33.7% | -64.7% |
| All | -66.4% | -32.3% | -34.1% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling