-100.0%
UVXY vs ZBH
+113.7%
-213.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +0.9% |
| 7D | +11.0% | -6.6% | +17.6% | -2.1% |
| 30D | -8.8% | -4.9% | -3.9% | -16.9% |
| 3M | -41.9% | +5.1% | -47.0% | -37.4% |
| 6M | -61.2% | +1.3% | -62.5% | -60.7% |
| YTD | -46.2% | +3.4% | -49.6% | -43.6% |
| 1Y | -65.2% | -8.7% | -56.5% | -72.7% |
| 3Y | -94.6% | -21.2% | -73.4% | -96.6% |
| 5Y | -99.7% | -29.2% | -70.5% | -99.8% |
| 10Y | -100.0% | -17.5% | -82.5% | -100.0% |
| All | -100.0% | +113.7% | -213.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 all: compounded portfolio wealth divided by compounded ZBH 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…
all analysis · Full analysis span regression · 6 months rolling