-99.7%
UVXY vs M
+22.2%
-121.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.7% | -0.6% |
| 7D | +2.3% | -4.1% | +6.3% | -0.7% |
| 30D | -15.0% | -13.6% | -1.4% | -23.7% |
| 3M | -39.8% | -2.3% | -37.5% | -40.0% |
| 6M | -60.0% | +21.9% | -82.0% | -51.9% |
| YTD | -48.8% | -0.6% | -48.3% | -45.8% |
| 1Y | -67.3% | +29.7% | -97.0% | -56.0% |
| 3Y | -94.8% | +107.3% | -202.1% | -85.7% |
| 5Y | -99.7% | +20.5% | -120.2% | -99.2% |
| All | -99.7% | +22.2% | -121.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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