+165.0%
EEM vs UVXY
-100.0%
+265.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.3% | -1.6% |
| 7D | -0.7% | +11.0% | -11.7% | +0.5% |
| 30D | +2.4% | -8.8% | +11.2% | +1.5% |
| 3M | +4.2% | -41.9% | +46.1% | -1.2% |
| 6M | +14.8% | -61.2% | +76.0% | +5.6% |
| YTD | +23.1% | -46.2% | +69.3% | +19.0% |
| 1Y | +32.5% | -65.2% | +97.7% | +23.6% |
| 3Y | +85.9% | -94.6% | +180.5% | +62.4% |
| 5Y | +43.6% | -99.7% | +143.2% | +2.3% |
| 10Y | +127.2% | -100.0% | +227.2% | +13.6% |
| All | +165.0% | -100.0% | +265.0% | -50.6% |
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