-35.7%
ELAN vs UVXY
-100.0%
+64.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | +0.1% |
| 7D | -5.5% | +4.0% | -9.5% | -4.8% |
| 30D | -2.2% | -9.3% | +7.1% | -3.4% |
| 3M | -4.2% | -36.5% | +32.3% | -10.0% |
| 6M | +0.9% | -65.1% | +66.1% | -11.6% |
| YTD | +2.3% | -49.3% | +51.6% | -3.3% |
| 1Y | +24.9% | -66.0% | +90.9% | +13.1% |
| 3Y | +97.0% | -94.3% | +191.4% | +67.5% |
| 5Y | -29.7% | -99.7% | +70.0% | -53.8% |
| All | -35.7% | -100.0% | +64.3% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling