+160.0%
EXPE vs UVXY
-100.0%
+260.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +0.3% |
| 7D | -5.8% | +2.8% | -8.6% | -5.3% |
| 30D | -13.6% | -11.4% | -2.3% | -15.2% |
| 3M | +25.2% | -41.5% | +66.7% | +15.6% |
| 6M | +22.3% | -61.0% | +83.4% | +7.6% |
| YTD | -0.3% | -49.8% | +49.5% | -6.8% |
| 1Y | +27.8% | -66.4% | +94.3% | +14.2% |
| 3Y | +162.4% | -94.8% | +257.2% | +117.8% |
| 5Y | +95.8% | -99.7% | +195.5% | +25.0% |
| All | +160.0% | -100.0% | +260.0% | +27.7% |
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