-95.0%
UVXY vs ACWI
+77.6%
-172.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | -0.3% |
| 7D | -4.7% | +1.1% | -5.8% | +1.3% |
| 30D | -17.1% | -0.2% | -16.9% | -17.6% |
| 3M | -39.9% | +4.7% | -44.6% | -18.6% |
| 6M | -66.9% | +14.5% | -81.3% | -18.5% |
| YTD | -50.1% | +14.6% | -64.7% | +32.0% |
| 1Y | -68.3% | +21.4% | -89.8% | +27.9% |
| 3Y | -95.0% | +77.6% | -172.6% | +269.6% |
| All | -95.0% | +77.6% | -172.6% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling