+52.4%
ECL vs UVXY
-94.4%
+146.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | +0.2% |
| 7D | -2.6% | +11.0% | -13.7% | -1.9% |
| 30D | -4.6% | -8.8% | +4.2% | -5.2% |
| 3M | +6.0% | -41.9% | +47.9% | +2.2% |
| 6M | -3.0% | -61.2% | +58.2% | -8.4% |
| YTD | +4.0% | -46.2% | +50.2% | +1.3% |
| 1Y | +2.0% | -65.2% | +67.2% | -2.9% |
| All | +52.4% | -94.4% | +146.8% | +33.9% |
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