+23.1%
ECL vs UVXY
-70.8%
+93.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -14.1% | +17.5% | +2.1% |
| 7D | +7.7% | -6.3% | +14.0% | +7.3% |
| 30D | +13.7% | -2.7% | +16.4% | +13.8% |
| 3M | +11.6% | -29.9% | +41.5% | +8.4% |
| 6M | +23.9% | -56.5% | +80.4% | +15.3% |
| YTD | +21.0% | -54.8% | +75.8% | +14.8% |
| 1Y | +23.1% | -70.5% | +93.6% | +12.8% |
| All | +23.1% | -70.8% | +93.9% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling