-100.0%
UVXY vs ACWI
+462.8%
-562.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +2.2% |
| 7D | -22.1% | +2.4% | -24.5% | -8.3% |
| 30D | +8.2% | -1.7% | +9.8% | +11.1% |
| 3M | -12.3% | -3.9% | -8.4% | -19.9% |
| 6M | -51.0% | +0.8% | -51.8% | -38.8% |
| YTD | -49.9% | +11.0% | -61.0% | +21.5% |
| 1Y | -67.7% | +13.1% | -80.8% | -11.0% |
| 3Y | -94.1% | +73.9% | -168.0% | +291.7% |
| 5Y | -99.5% | +59.0% | -158.6% | -65.2% |
| 10Y | -100.0% | +224.4% | -324.4% | -75.5% |
| All | -100.0% | +462.8% | -562.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling