+22.2%
ELV vs UVXY
-99.7%
+121.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | +0.2% |
| 7D | +3.2% | +2.8% | +0.4% | +3.4% |
| 30D | +5.4% | -11.4% | +16.7% | +4.7% |
| 3M | +5.4% | -41.5% | +46.9% | +2.6% |
| 6M | +45.7% | -61.0% | +106.8% | +39.5% |
| YTD | +21.2% | -49.8% | +71.0% | +18.5% |
| 1Y | +35.6% | -66.4% | +102.1% | +30.4% |
| 3Y | -2.0% | -94.8% | +92.8% | -10.3% |
| All | +22.2% | -99.7% | +121.9% | -6.7% |
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