-70.5%
UVXY vs NWSA
+18.2%
-88.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +3.7% | -17.9% | -12.6% |
| 7D | -6.3% | +4.3% | -10.6% | -4.4% |
| 30D | -2.7% | +5.6% | -8.3% | -0.2% |
| 3M | -29.9% | +7.3% | -37.2% | -27.6% |
| 6M | -56.5% | +18.8% | -75.3% | -52.5% |
| YTD | -54.8% | +17.9% | -72.7% | -50.4% |
| 1Y | -70.5% | +19.3% | -89.9% | -66.9% |
| All | -70.5% | +18.2% | -88.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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