+165.6%
ZTS vs UVXY
-100.0%
+265.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.1% |
| 7D | -3.8% | +2.3% | -6.0% | -3.5% |
| 30D | -2.0% | -15.0% | +13.0% | -3.5% |
| 3M | -10.2% | -39.8% | +29.6% | -14.1% |
| 6M | -39.4% | -60.0% | +20.6% | -43.7% |
| YTD | -40.8% | -48.8% | +8.0% | -43.1% |
| 1Y | -50.1% | -67.3% | +17.2% | -53.6% |
| 3Y | -58.9% | -94.8% | +35.9% | -63.8% |
| 5Y | -62.4% | -99.7% | +37.3% | -72.0% |
| 10Y | +58.8% | -100.0% | +158.8% | -11.3% |
| All | +165.6% | -100.0% | +265.6% | +15.2% |
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