-94.8%
UVXY vs UTHR
+121.0%
-215.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.4% | -7.3% |
| 7D | +2.8% | +1.9% | +0.8% | +3.6% |
| 30D | -11.4% | -2.9% | -8.5% | -12.4% |
| 3M | -41.5% | -8.9% | -32.7% | -43.8% |
| 6M | -61.0% | -8.7% | -52.3% | -62.2% |
| YTD | -49.8% | +2.0% | -51.9% | -47.9% |
| 1Y | -66.4% | +22.8% | -89.2% | -62.3% |
| 3Y | -94.8% | +120.6% | -215.4% | -92.3% |
| All | -94.8% | +121.0% | -215.7% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling