+559.4%
ECL vs UVXY
-100.0%
+659.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.2% |
| 7D | -0.8% | -4.7% | +4.0% | -1.2% |
| 30D | -2.5% | -17.1% | +14.6% | -4.2% |
| 3M | +8.3% | -39.9% | +48.3% | +3.7% |
| 6M | -1.1% | -66.9% | +65.8% | -9.6% |
| YTD | +6.5% | -50.1% | +56.6% | +2.2% |
| 1Y | +2.1% | -68.3% | +70.4% | -5.2% |
| 3Y | +57.6% | -95.0% | +152.6% | +38.3% |
| 5Y | +28.1% | -99.7% | +127.7% | -4.2% |
| 10Y | +153.2% | -100.0% | +253.2% | +44.7% |
| All | +559.4% | -100.0% | +659.4% | +92.7% |
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