-84.8%
UVXY vs ADVB
-88.9%
+4.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +5.4% |
| 7D | +11.0% | -5.9% | +16.9% | +10.7% |
| 30D | -8.8% | +13.9% | -22.7% | -8.1% |
| 3M | -41.9% | +127.3% | -169.2% | -34.0% |
| 6M | -61.2% | +77.0% | -138.2% | -55.9% |
| YTD | -46.2% | +51.5% | -97.7% | -40.1% |
| 1Y | -65.2% | -11.3% | -53.9% | -63.9% |
| All | -84.8% | -88.9% | +4.1% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling