-69.8%
UVXY vs FIVE
+66.7%
-136.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +4.1% |
| 7D | -5.0% | +4.3% | -9.2% | -2.3% |
| 30D | -20.5% | +12.5% | -33.0% | -13.2% |
| 3M | -36.6% | +31.2% | -67.8% | -22.6% |
| 6M | -56.9% | +14.4% | -71.3% | -51.0% |
| YTD | -51.2% | +33.9% | -85.1% | -32.3% |
| 1Y | -69.8% | +65.1% | -134.8% | -44.1% |
| All | -69.8% | +66.7% | -136.5% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling