-94.8%
UVXY vs NWSA
+43.3%
-138.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.4% |
| 7D | +2.8% | -2.8% | +5.6% | -2.2% |
| 30D | -11.4% | +3.0% | -14.4% | -6.1% |
| 3M | -41.5% | +12.3% | -53.8% | -29.1% |
| 6M | -61.0% | +21.9% | -82.9% | -42.9% |
| YTD | -49.8% | +13.6% | -63.4% | -38.8% |
| 1Y | -66.4% | +0.5% | -66.9% | -69.6% |
| 3Y | -94.8% | +43.8% | -138.5% | -84.1% |
| All | -94.8% | +43.3% | -138.0% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling