-100.0%
UVXY vs FIVE
+868.1%
-968.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +5.5% |
| 7D | -5.0% | +4.3% | -9.2% | -1.2% |
| 30D | -20.5% | +12.5% | -33.0% | -10.9% |
| 3M | -36.6% | +31.2% | -67.8% | -17.7% |
| 6M | -56.9% | +14.4% | -71.3% | -49.3% |
| YTD | -51.2% | +33.9% | -85.1% | -31.5% |
| 1Y | -69.8% | +65.1% | -134.8% | -45.4% |
| 3Y | -95.1% | +49.0% | -144.0% | -87.7% |
| 5Y | -99.7% | +30.3% | -130.0% | -98.9% |
| 10Y | -100.0% | +481.1% | -581.1% | -100.0% |
| All | -100.0% | +868.1% | -968.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling