-70.5%
UVXY vs NVS
+37.6%
-108.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +3.6% | -17.7% | -12.0% |
| 7D | -6.3% | +5.7% | -12.0% | -2.9% |
| 30D | -2.7% | +17.1% | -19.8% | +6.6% |
| 3M | -29.9% | +7.6% | -37.6% | -26.0% |
| 6M | -56.5% | +14.1% | -70.6% | -49.6% |
| YTD | -54.8% | +23.3% | -78.1% | -45.1% |
| 1Y | -70.5% | +36.0% | -106.5% | -58.7% |
| All | -70.5% | +37.6% | -108.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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