+93.1%
EXPE vs UVXY
-99.6%
+192.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +2.5% |
| 7D | -8.7% | +11.0% | -19.7% | -6.8% |
| 30D | -13.6% | -8.8% | -4.9% | -15.0% |
| 3M | +26.6% | -41.9% | +68.5% | +15.5% |
| 6M | +19.9% | -61.2% | +81.1% | +3.4% |
| YTD | -1.7% | -46.2% | +44.5% | -7.8% |
| 1Y | +29.4% | -65.2% | +94.6% | +14.4% |
| 3Y | +155.7% | -94.6% | +250.2% | +102.0% |
| 5Y | +93.1% | -99.7% | +192.8% | +7.1% |
| All | +93.1% | -99.6% | +192.7% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling