-61.2%
UVXY vs NWSA
+20.8%
-82.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +5.9% | +5.0% |
| 7D | +11.0% | -4.8% | +15.8% | +10.3% |
| 30D | -8.8% | +3.0% | -11.7% | -8.7% |
| 3M | -41.9% | +9.3% | -51.2% | -42.8% |
| 6M | -61.2% | +23.2% | -84.4% | -44.5% |
| All | -61.2% | +20.8% | -82.0% | -44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling