-100.0%
UVXY vs EAT
+374.9%
-474.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -7.5% |
| 7D | +2.8% | -7.7% | +10.5% | -3.0% |
| 30D | -11.4% | -13.6% | +2.2% | -20.4% |
| 3M | -41.5% | +33.9% | -75.4% | -27.1% |
| 6M | -61.0% | +47.2% | -108.3% | -45.9% |
| YTD | -49.8% | +48.1% | -97.9% | -28.1% |
| 1Y | -66.4% | +33.7% | -100.1% | -54.8% |
| 3Y | -94.8% | +595.8% | -690.5% | -66.9% |
| 5Y | -99.7% | +314.4% | -414.1% | -98.2% |
| All | -100.0% | +374.9% | -474.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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