+246.3%
ZETA vs UVXY
-99.8%
+346.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.2% |
| 7D | -2.4% | -4.7% | +2.3% | -3.5% |
| 30D | +15.6% | -17.1% | +32.6% | +10.7% |
| 3M | +41.5% | -39.9% | +81.4% | +26.6% |
| 6M | +63.4% | -66.9% | +130.3% | +30.6% |
| YTD | +51.3% | -50.1% | +101.4% | +37.8% |
| 1Y | +65.8% | -68.3% | +134.1% | +40.6% |
| 3Y | +279.2% | -95.0% | +374.2% | +189.6% |
| 5Y | +341.8% | -99.7% | +441.4% | +113.2% |
| All | +246.3% | -99.8% | +346.1% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling