-0.3%
ZS vs UVXY
-94.8%
+94.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | -0.4% |
| 7D | -3.1% | +2.8% | -5.9% | -2.6% |
| 30D | -7.2% | -11.4% | +4.2% | -8.6% |
| 3M | +30.5% | -41.5% | +72.0% | +21.4% |
| 6M | +7.0% | -61.0% | +68.0% | -5.5% |
| YTD | -26.8% | -49.8% | +23.0% | -31.3% |
| 1Y | -42.6% | -66.4% | +23.8% | -48.6% |
| 3Y | -0.3% | -94.8% | +94.5% | -15.7% |
| All | -0.3% | -94.8% | +94.5% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling