-51.0%
UVXY vs FIVE
+18.5%
-69.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.6% |
| 7D | -22.1% | +2.7% | -24.7% | -20.5% |
| 30D | +8.2% | +12.7% | -4.5% | +9.5% |
| 3M | -12.3% | +2.1% | -14.4% | -11.1% |
| 6M | -51.0% | +17.5% | -68.5% | -51.9% |
| All | -51.0% | +18.5% | -69.5% | -51.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling