+174.8%
EXE vs UVXY
-99.9%
+274.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.4% |
| 7D | -2.7% | +2.3% | -5.0% | -2.5% |
| 30D | -0.4% | -15.0% | +14.7% | -1.7% |
| 3M | +9.5% | -39.8% | +49.3% | +5.1% |
| 6M | -9.3% | -60.0% | +50.7% | -15.4% |
| YTD | -10.9% | -48.8% | +37.9% | -14.3% |
| 1Y | +4.3% | -67.3% | +71.6% | -2.8% |
| 3Y | +18.8% | -94.8% | +113.6% | +4.8% |
| 5Y | +101.4% | -99.7% | +201.1% | +47.0% |
| All | +174.8% | -99.9% | +274.7% | +93.2% |
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