+721.7%
EXPE vs UVXY
-100.0%
+821.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.3% | -10.2% | -7.6% |
| 7D | -9.8% | -4.7% | -5.0% | -10.3% |
| 30D | -11.5% | -17.1% | +5.6% | -13.8% |
| 3M | +21.7% | -39.9% | +61.6% | +14.0% |
| 6M | +10.4% | -66.9% | +77.2% | -3.6% |
| YTD | -2.5% | -50.1% | +47.6% | -8.2% |
| 1Y | +27.3% | -68.3% | +95.7% | +14.4% |
| 3Y | +153.5% | -95.0% | +248.5% | +115.2% |
| 5Y | +91.1% | -99.7% | +190.8% | +31.8% |
| 10Y | +153.1% | -100.0% | +253.1% | +24.6% |
| All | +721.7% | -100.0% | +821.7% | +111.2% |
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