-94.1%
UVXY vs ACWI
+74.6%
-168.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +2.1% |
| 7D | -22.1% | +2.4% | -24.5% | -7.9% |
| 30D | +8.2% | -1.7% | +9.8% | +11.1% |
| 3M | -12.3% | -3.9% | -8.4% | -20.0% |
| 6M | -51.0% | +0.8% | -51.8% | -38.6% |
| YTD | -49.9% | +11.0% | -61.0% | +25.5% |
| 1Y | -67.7% | +13.1% | -80.8% | -7.3% |
| 3Y | -94.1% | +73.9% | -168.0% | +130.8% |
| All | -94.1% | +74.6% | -168.7% | +130.8% |
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