+54.0%
ZM vs UVXY
-100.0%
+153.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -0.2% |
| 7D | -2.7% | +11.0% | -13.8% | -1.5% |
| 30D | -10.0% | -8.8% | -1.2% | -10.8% |
| 3M | +1.6% | -41.9% | +43.5% | -3.9% |
| 6M | +25.0% | -61.2% | +86.2% | +14.0% |
| YTD | +10.6% | -46.2% | +56.8% | +6.2% |
| 1Y | +14.0% | -65.2% | +79.2% | +5.4% |
| 3Y | +32.5% | -94.6% | +127.0% | +14.8% |
| 5Y | -68.3% | -99.7% | +31.3% | -77.3% |
| All | +54.0% | -100.0% | +153.9% | +8.5% |
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