+88.5%
ENB vs UVXY
-100.0%
+188.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -1.5% |
| 7D | -4.7% | +2.8% | -7.4% | -4.4% |
| 30D | -5.9% | -11.4% | +5.5% | -6.8% |
| 3M | -14.2% | -41.5% | +27.3% | -17.8% |
| 6M | -8.6% | -61.0% | +52.5% | -14.8% |
| YTD | +3.9% | -49.8% | +53.7% | -0.2% |
| 1Y | +1.8% | -66.4% | +68.2% | -4.8% |
| 3Y | +68.5% | -94.8% | +163.3% | +47.5% |
| 5Y | +62.4% | -99.7% | +162.1% | +16.8% |
| All | +88.5% | -100.0% | +188.5% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling