+55.7%
ZTS vs UVXY
-100.0%
+155.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +6.9% | -0.5% |
| 7D | -3.7% | +2.8% | -6.5% | -3.4% |
| 30D | -0.8% | -11.4% | +10.6% | -1.9% |
| 3M | -9.7% | -41.5% | +31.8% | -14.2% |
| 6M | -38.4% | -61.0% | +22.7% | -43.2% |
| YTD | -41.1% | -49.8% | +8.8% | -43.6% |
| 1Y | -50.6% | -66.4% | +15.8% | -54.1% |
| 3Y | -59.1% | -94.8% | +35.6% | -64.4% |
| 5Y | -62.7% | -99.7% | +37.0% | -73.2% |
| All | +55.7% | -100.0% | +155.7% | -13.6% |
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