-100.0%
UVXY vs UTHR
+313.7%
-413.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.4% | -7.9% |
| 7D | +2.8% | +1.9% | +0.8% | +4.4% |
| 30D | -11.4% | -2.9% | -8.5% | -13.7% |
| 3M | -41.5% | -8.9% | -32.7% | -46.3% |
| 6M | -61.0% | -8.7% | -52.3% | -63.7% |
| YTD | -49.8% | +2.0% | -51.9% | -46.9% |
| 1Y | -66.4% | +22.8% | -89.2% | -57.7% |
| 3Y | -94.8% | +120.6% | -215.4% | -86.5% |
| 5Y | -99.7% | +136.4% | -236.1% | -99.0% |
| All | -100.0% | +313.7% | -413.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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