+185.4%
EIX vs UVXY
-100.0%
+285.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +4.6% |
| 7D | +0.9% | -4.7% | +5.6% | +0.6% |
| 30D | -13.5% | -17.1% | +3.5% | -14.6% |
| 3M | -15.3% | -39.9% | +24.7% | -17.7% |
| 6M | -15.3% | -66.9% | +51.5% | -20.1% |
| YTD | +2.7% | -50.1% | +52.8% | -0.1% |
| 1Y | +17.4% | -68.3% | +85.8% | +11.8% |
| 3Y | -1.3% | -95.0% | +93.6% | -9.3% |
| 5Y | +27.2% | -99.7% | +126.9% | +5.4% |
| 10Y | +22.7% | -100.0% | +122.7% | -13.1% |
| All | +185.4% | -100.0% | +285.4% | +35.0% |
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