-94.8%
UVXY vs AGI
+206.1%
-300.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -6.5% |
| 7D | +2.8% | -2.7% | +5.5% | +1.8% |
| 30D | -11.4% | +7.2% | -18.6% | -8.3% |
| 3M | -41.5% | +4.3% | -45.8% | -39.2% |
| 6M | -61.0% | -27.1% | -34.0% | -63.0% |
| YTD | -49.8% | -6.6% | -43.2% | -47.9% |
| 1Y | -66.4% | +9.5% | -76.0% | -62.2% |
| 3Y | -94.8% | +208.4% | -303.2% | -90.9% |
| All | -94.8% | +206.1% | -300.9% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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