+239.5%
ZETA vs UVXY
-99.8%
+339.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.8% | +5.5% | -2.9% |
| 7D | -3.7% | +2.8% | -6.5% | -3.0% |
| 30D | +5.7% | -11.4% | +17.1% | +2.9% |
| 3M | +50.4% | -41.5% | +92.0% | +33.4% |
| 6M | +65.5% | -61.0% | +126.5% | +37.1% |
| YTD | +48.3% | -49.8% | +98.2% | +35.4% |
| 1Y | +45.4% | -66.4% | +111.8% | +24.9% |
| 3Y | +270.8% | -94.8% | +365.5% | +186.2% |
| 5Y | +336.1% | -99.7% | +435.8% | +110.4% |
| All | +239.5% | -99.8% | +339.3% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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