-100.0%
UVXY vs NLY
+81.8%
-181.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -7.4% |
| 7D | +2.8% | -4.0% | +6.8% | -2.9% |
| 30D | -11.4% | -5.2% | -6.1% | -17.7% |
| 3M | -41.5% | +2.8% | -44.3% | -38.4% |
| 6M | -61.0% | +4.2% | -65.2% | -56.3% |
| YTD | -49.8% | +4.7% | -54.5% | -43.1% |
| 1Y | -66.4% | +12.7% | -79.2% | -56.7% |
| 3Y | -94.8% | +62.5% | -157.3% | -84.9% |
| 5Y | -99.7% | +26.3% | -126.0% | -99.2% |
| All | -100.0% | +81.8% | -181.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling