-99.7%
UVXY vs FIVE
+35.6%
-135.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +0.2% |
| 7D | +2.3% | +1.7% | +0.6% | +3.7% |
| 30D | -15.0% | +5.0% | -20.0% | -11.2% |
| 3M | -39.8% | +29.5% | -69.3% | -24.8% |
| 6M | -60.0% | +12.4% | -72.5% | -54.6% |
| YTD | -48.8% | +31.2% | -80.0% | -31.4% |
| 1Y | -67.3% | +72.9% | -140.2% | -41.6% |
| 3Y | -94.8% | +53.0% | -147.9% | -87.2% |
| 5Y | -99.7% | +34.2% | -133.8% | -99.1% |
| All | -99.7% | +35.6% | -135.3% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling