+687.4%
ELV vs UVXY
-100.0%
+787.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.0% |
| 7D | -2.2% | +2.3% | -4.5% | -2.0% |
| 30D | -0.2% | -15.0% | +14.8% | -1.5% |
| 3M | -6.1% | -39.8% | +33.7% | -9.6% |
| 6M | +42.8% | -60.0% | +102.9% | +34.0% |
| YTD | +14.4% | -48.8% | +63.2% | +10.5% |
| 1Y | +28.6% | -67.3% | +95.9% | +20.8% |
| 3Y | -7.4% | -94.8% | +87.4% | -18.1% |
| 5Y | +14.5% | -99.7% | +114.1% | -13.9% |
| 10Y | +257.4% | -100.0% | +357.4% | +105.7% |
| All | +687.4% | -100.0% | +787.4% | +152.6% |
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 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