+65.2%
EMR vs UVXY
-99.7%
+164.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -0.6% |
| 7D | -1.2% | +11.0% | -12.3% | +0.3% |
| 30D | -9.4% | -8.8% | -0.7% | -10.5% |
| 3M | +8.6% | -41.9% | +50.5% | +1.4% |
| 6M | +6.7% | -61.2% | +67.9% | -4.1% |
| YTD | +13.1% | -46.2% | +59.3% | +8.1% |
| 1Y | +12.7% | -65.2% | +77.9% | +3.3% |
| 3Y | +58.1% | -94.6% | +152.6% | +35.5% |
| All | +65.2% | -99.7% | +164.8% | +10.0% |
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 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