-67.7%
UVXY vs FIVE
+62.4%
-130.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.5% |
| 7D | -22.1% | +2.7% | -24.7% | -19.7% |
| 30D | +8.2% | +12.7% | -4.5% | +18.4% |
| 3M | -12.3% | +2.1% | -14.4% | -8.6% |
| 6M | -51.0% | +17.5% | -68.5% | -43.9% |
| YTD | -49.9% | +31.0% | -80.9% | -29.8% |
| 1Y | -67.7% | +67.7% | -135.5% | -43.0% |
| All | -67.7% | +62.4% | -130.2% | -43.0% |
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