-100.0%
UVXY vs NVMI
+6,647.9%
-6,747.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -4.8% |
| 7D | +2.8% | -0.1% | +2.9% | +3.0% |
| 30D | -11.4% | -8.4% | -3.0% | -20.4% |
| 3M | -41.5% | -33.6% | -8.0% | -63.9% |
| 6M | -61.0% | -14.7% | -46.4% | -64.5% |
| YTD | -49.8% | +13.2% | -63.1% | -29.2% |
| 1Y | -66.4% | +29.0% | -95.5% | -38.8% |
| 3Y | -94.8% | +215.0% | -309.8% | -34.2% |
| 5Y | -99.7% | +268.6% | -368.3% | -92.1% |
| 10Y | -100.0% | +3,124.7% | -3,224.7% | -99.1% |
| All | -100.0% | +6,647.9% | -6,747.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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