-69.8%
UVXY vs NTRS
+47.2%
-117.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -5.0% | +0.4% | -5.4% | -4.1% |
| 30D | -20.5% | +1.7% | -22.2% | -18.1% |
| 3M | -36.6% | +8.9% | -45.4% | -24.5% |
| 6M | -56.9% | +30.6% | -87.5% | -20.9% |
| YTD | -51.2% | +38.7% | -89.9% | +4.7% |
| 1Y | -69.8% | +48.1% | -117.9% | -22.0% |
| All | -69.8% | +47.2% | -117.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling