-100.0%
UVXY vs ACI
+21.8%
-121.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.3% | +5.5% | +1.4% |
| 7D | -4.7% | -2.6% | -2.2% | -5.4% |
| 30D | -17.1% | +1.1% | -18.1% | -16.8% |
| 3M | -39.9% | -23.6% | -16.3% | -44.2% |
| 6M | -66.9% | -29.9% | -36.9% | -70.2% |
| YTD | -50.1% | -26.9% | -23.2% | -54.5% |
| 1Y | -68.3% | -34.2% | -34.1% | -72.3% |
| 3Y | -95.0% | -43.6% | -51.3% | -95.7% |
| 5Y | -99.7% | -42.4% | -57.3% | -99.7% |
| All | -100.0% | +21.8% | -121.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling