-100.0%
UVXY vs NTRA
+3,199.2%
-3,299.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.6% | -6.2% |
| 7D | +2.8% | +0.2% | +2.6% | +3.0% |
| 30D | -11.4% | +4.1% | -15.5% | -8.6% |
| 3M | -41.5% | +50.0% | -91.6% | -22.7% |
| 6M | -61.0% | +67.3% | -128.3% | -41.9% |
| YTD | -49.8% | +43.6% | -93.4% | -30.8% |
| 1Y | -66.4% | +89.2% | -155.7% | -43.4% |
| 3Y | -94.8% | +502.5% | -597.3% | -75.8% |
| 5Y | -99.7% | +173.8% | -273.5% | -98.7% |
| All | -100.0% | +3,199.2% | -3,299.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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