-94.8%
UVXY vs NTR
+36.8%
-131.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -7.0% |
| 7D | +2.8% | -1.3% | +4.1% | +2.2% |
| 30D | -11.4% | +16.8% | -28.1% | -3.8% |
| 3M | -41.5% | +20.7% | -62.3% | -35.3% |
| 6M | -61.0% | +0.5% | -61.6% | -61.7% |
| YTD | -49.8% | +29.2% | -79.0% | -39.8% |
| 1Y | -66.4% | +39.6% | -106.0% | -55.8% |
| 3Y | -94.8% | +37.9% | -132.6% | -92.3% |
| All | -94.8% | +36.8% | -131.5% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling