-100.0%
UVXY vs TEVA
-22.9%
-77.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.0% | -8.8% | -5.2% |
| 7D | +2.8% | +2.0% | +0.8% | +4.6% |
| 30D | -11.4% | +1.0% | -12.3% | -10.3% |
| 3M | -41.5% | +7.3% | -48.8% | -38.4% |
| 6M | -61.0% | +21.7% | -82.8% | -53.0% |
| YTD | -49.8% | +18.8% | -68.7% | -39.8% |
| 1Y | -66.4% | +86.5% | -152.9% | -41.1% |
| 3Y | -94.8% | +269.4% | -364.2% | -79.6% |
| 5Y | -99.7% | +303.6% | -403.3% | -98.4% |
| All | -100.0% | -22.9% | -77.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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