+27.8%
EXPE vs UVXY
-66.8%
+94.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +0.5% |
| 7D | -5.8% | +2.8% | -8.6% | -5.3% |
| 30D | -13.6% | -11.4% | -2.3% | -14.9% |
| 3M | +25.2% | -41.5% | +66.7% | +16.6% |
| 6M | +22.3% | -61.0% | +83.4% | +8.6% |
| YTD | -0.3% | -49.8% | +49.5% | -3.7% |
| 1Y | +27.8% | -66.4% | +94.3% | +16.3% |
| All | +27.8% | -66.8% | +94.7% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling