-100.0%
UVXY vs AGI
+182.8%
-282.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.3% | +8.5% | +4.5% |
| 7D | +11.0% | -5.3% | +16.3% | +9.8% |
| 30D | -8.8% | +6.8% | -15.5% | -7.1% |
| 3M | -41.9% | +8.3% | -50.2% | -40.1% |
| 6M | -61.2% | -29.2% | -32.0% | -62.6% |
| YTD | -46.2% | -7.3% | -38.9% | -44.8% |
| 1Y | -65.2% | +8.0% | -73.2% | -62.9% |
| 3Y | -94.6% | +206.6% | -301.1% | -92.6% |
| 5Y | -99.7% | +398.1% | -497.8% | -99.5% |
| 10Y | -100.0% | +384.0% | -484.0% | -100.0% |
| All | -100.0% | +182.8% | -282.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling