+156.3%
ECL vs UVXY
-100.0%
+256.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | +1.0% |
| 7D | -1.1% | +2.8% | -3.9% | -0.8% |
| 30D | -0.8% | -11.4% | +10.6% | -1.9% |
| 3M | +5.0% | -41.5% | +46.6% | 0.0% |
| 6M | +0.2% | -61.0% | +61.3% | -7.4% |
| YTD | +5.8% | -49.8% | +55.6% | +1.4% |
| 1Y | +1.5% | -66.4% | +68.0% | -5.5% |
| 3Y | +55.0% | -94.8% | +149.8% | +35.1% |
| 5Y | +29.3% | -99.7% | +129.0% | -7.0% |
| All | +156.3% | -100.0% | +256.3% | +44.8% |
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 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