+14.1%
EXPE vs UVXY
-67.3%
+81.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.3% | -10.2% | -7.6% |
| 7D | -9.8% | -4.7% | -5.0% | -10.2% |
| 30D | -11.5% | -17.1% | +5.6% | -13.3% |
| 3M | +21.7% | -39.9% | +61.6% | +14.7% |
| All | +14.1% | -67.3% | +81.4% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling