-94.3%
UVXY vs FIVE
+40.2%
-134.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +3.3% |
| 7D | -26.5% | +2.4% | -29.0% | -24.4% |
| 30D | +8.8% | +15.8% | -7.0% | +24.5% |
| 3M | -14.7% | +3.8% | -18.4% | -9.3% |
| 6M | -51.5% | +18.5% | -70.0% | -43.1% |
| YTD | -51.7% | +31.2% | -82.9% | -35.6% |
| 1Y | -65.7% | +61.8% | -127.5% | -45.9% |
| All | -94.3% | +40.2% | -134.5% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling