-100.0%
UVXY vs Z
-2.5%
-97.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.0% | -10.8% | -3.7% |
| 7D | +2.8% | -6.0% | +8.8% | -1.5% |
| 30D | -11.4% | -2.3% | -9.1% | -12.0% |
| 3M | -41.5% | -0.6% | -40.9% | -40.9% |
| 6M | -61.0% | -27.6% | -33.4% | -68.6% |
| YTD | -49.8% | -52.4% | +2.5% | -70.1% |
| 1Y | -66.4% | -63.6% | -2.8% | -83.5% |
| 3Y | -94.8% | -36.4% | -58.4% | -94.3% |
| 5Y | -99.7% | -64.6% | -35.1% | -99.7% |
| All | -100.0% | -2.5% | -97.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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