-85.9%
UVXY vs ADVB
-88.8%
+2.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.1% |
| 7D | -4.7% | -14.0% | +9.3% | -5.4% |
| 30D | -17.1% | +41.0% | -58.0% | -15.5% |
| 3M | -39.9% | +127.9% | -167.9% | -31.8% |
| 6M | -66.9% | +101.3% | -168.2% | -61.5% |
| YTD | -50.1% | +53.8% | -103.9% | -44.4% |
| 1Y | -68.3% | +4.4% | -72.7% | -65.7% |
| All | -85.9% | -88.8% | +2.8% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling