-100.0%
UVXY vs AVTR
+0.6%
-100.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -7.3% |
| 7D | +2.8% | -1.1% | +3.9% | +1.6% |
| 30D | -11.4% | +6.3% | -17.7% | -5.0% |
| 3M | -41.5% | +53.3% | -94.8% | -8.7% |
| 6M | -61.0% | +78.6% | -139.7% | -26.0% |
| YTD | -49.8% | +29.2% | -79.1% | -30.9% |
| 1Y | -66.4% | +13.8% | -80.3% | -58.9% |
| 3Y | -94.8% | -27.4% | -67.3% | -94.8% |
| 5Y | -99.7% | -65.0% | -34.7% | -99.8% |
| All | -100.0% | +0.6% | -100.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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