-59.1%
ZTS vs UVXY
-94.8%
+35.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +6.9% | -0.4% |
| 7D | -3.7% | +2.8% | -6.5% | -3.5% |
| 30D | -0.8% | -11.4% | +10.6% | -1.7% |
| 3M | -9.7% | -41.5% | +31.8% | -13.3% |
| 6M | -38.4% | -61.0% | +22.7% | -42.3% |
| YTD | -41.1% | -49.8% | +8.8% | -43.2% |
| 1Y | -50.6% | -66.4% | +15.8% | -53.4% |
| 3Y | -59.1% | -94.8% | +35.6% | -64.4% |
| All | -59.1% | -94.8% | +35.7% | -64.4% |
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