-100.0%
UVXY vs NTRS
+728.3%
-828.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.8% | -4.3% |
| 7D | +2.8% | +1.4% | +1.4% | +6.1% |
| 30D | -11.4% | -0.7% | -10.7% | -12.9% |
| 3M | -41.5% | +11.3% | -52.8% | -24.0% |
| 6M | -61.0% | +35.5% | -96.6% | -16.9% |
| YTD | -49.8% | +40.6% | -90.4% | +23.1% |
| 1Y | -66.4% | +49.2% | -115.7% | -0.5% |
| 3Y | -94.8% | +167.2% | -262.0% | 0.0% |
| 5Y | -99.7% | +94.9% | -194.6% | -96.1% |
| 10Y | -100.0% | +259.5% | -359.5% | -99.9% |
| All | -100.0% | +728.3% | -828.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling