-2.0%
ELV vs UVXY
-94.8%
+92.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | +0.3% |
| 7D | +3.2% | +2.8% | +0.4% | +3.3% |
| 30D | +5.4% | -11.4% | +16.7% | +5.0% |
| 3M | +5.4% | -41.5% | +46.9% | +3.8% |
| 6M | +45.7% | -61.0% | +106.8% | +42.1% |
| YTD | +21.2% | -49.8% | +71.0% | +19.5% |
| 1Y | +35.6% | -66.4% | +102.1% | +32.7% |
| 3Y | -2.0% | -94.8% | +92.8% | -7.6% |
| All | -2.0% | -94.8% | +92.8% | -7.6% |
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 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