+433.3%
EMR vs UVXY
-100.0%
+533.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -0.9% |
| 7D | +0.9% | +2.3% | -1.4% | +1.2% |
| 30D | -5.0% | -15.0% | +10.1% | -6.7% |
| 3M | +5.9% | -39.8% | +45.7% | +0.4% |
| 6M | +7.3% | -60.0% | +67.4% | -1.8% |
| YTD | +14.6% | -48.8% | +63.4% | +9.7% |
| 1Y | +15.6% | -67.3% | +82.9% | +6.5% |
| 3Y | +60.2% | -94.8% | +155.0% | +39.8% |
| 5Y | +65.8% | -99.7% | +165.5% | +18.7% |
| 10Y | +277.4% | -100.0% | +377.4% | +96.5% |
| All | +433.3% | -100.0% | +533.3% | +27.3% |
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