-99.7%
UVXY vs Z
-66.6%
-33.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.8% | +7.9% | +3.3% |
| 7D | +11.0% | -11.6% | +22.6% | +2.4% |
| 30D | -8.8% | -8.5% | -0.3% | -13.5% |
| 3M | -41.9% | -7.9% | -34.0% | -44.5% |
| 6M | -61.2% | -29.1% | -32.1% | -68.4% |
| YTD | -46.2% | -54.2% | +8.0% | -67.1% |
| 1Y | -65.2% | -63.5% | -1.7% | -81.6% |
| 3Y | -94.6% | -38.6% | -56.0% | -94.4% |
| 5Y | -99.7% | -66.0% | -33.7% | -99.6% |
| All | -99.7% | -66.6% | -33.1% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling