-100.0%
UVXY vs NVS
+179.5%
-279.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.5% | -7.2% |
| 7D | +2.8% | -14.3% | +17.1% | -24.5% |
| 30D | -11.4% | -10.0% | -1.4% | -28.7% |
| 3M | -41.5% | -10.9% | -30.6% | -55.2% |
| 6M | -61.0% | -12.0% | -49.1% | -69.7% |
| YTD | -49.8% | +2.5% | -52.4% | -45.6% |
| 1Y | -66.4% | +10.7% | -77.1% | -56.8% |
| 3Y | -94.8% | +53.3% | -148.1% | -84.9% |
| 5Y | -99.7% | +93.6% | -193.3% | -98.2% |
| All | -100.0% | +179.5% | -279.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling