-65.2%
UVXY vs FIVE
+69.1%
-134.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.5% | +3.5% |
| 7D | +11.0% | +0.6% | +10.5% | +11.6% |
| 30D | -8.8% | +3.0% | -11.8% | -6.3% |
| 3M | -41.9% | +23.2% | -65.1% | -31.6% |
| 6M | -61.2% | +9.2% | -70.3% | -57.5% |
| YTD | -46.2% | +28.1% | -74.3% | -26.0% |
| 1Y | -65.2% | +65.3% | -130.5% | -34.1% |
| All | -65.2% | +69.1% | -134.3% | -34.1% |
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