+23.7%
EIX vs UVXY
-99.6%
+123.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -0.9% |
| 7D | +0.8% | +11.0% | -10.2% | +1.4% |
| 30D | -18.8% | -8.8% | -10.0% | -19.3% |
| 3M | -19.7% | -41.9% | +22.2% | -22.3% |
| 6M | -18.2% | -61.2% | +42.9% | -22.4% |
| YTD | -1.7% | -46.2% | +44.5% | -4.1% |
| 1Y | +7.8% | -65.2% | +73.0% | +2.9% |
| 3Y | -5.6% | -94.6% | +88.9% | -14.4% |
| 5Y | +23.7% | -99.7% | +123.3% | -1.7% |
| All | +23.7% | -99.6% | +123.3% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling