-4.6%
EIX vs UVXY
-94.7%
+90.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.1% |
| 7D | +4.1% | +2.3% | +1.8% | +4.2% |
| 30D | -15.3% | -15.0% | -0.3% | -16.1% |
| 3M | -18.4% | -39.8% | +21.4% | -20.5% |
| 6M | -16.8% | -60.0% | +43.2% | -20.5% |
| YTD | -0.6% | -48.8% | +48.3% | -2.9% |
| 1Y | +10.7% | -67.3% | +77.9% | +5.8% |
| All | -4.6% | -94.7% | +90.1% | -15.5% |
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