-100.0%
UVXY vs EAT
+1,278.7%
-1,378.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +4.9% |
| 7D | +11.0% | -6.2% | +17.2% | +5.3% |
| 30D | -8.8% | -3.0% | -5.8% | -10.8% |
| 3M | -41.9% | +45.6% | -87.5% | -18.8% |
| 6M | -61.2% | +53.5% | -114.7% | -41.0% |
| YTD | -46.2% | +49.6% | -95.8% | -17.9% |
| 1Y | -65.2% | +38.9% | -104.1% | -49.5% |
| 3Y | -94.6% | +589.7% | -684.2% | -53.1% |
| 5Y | -99.7% | +318.7% | -418.3% | -97.5% |
| 10Y | -100.0% | +380.1% | -480.1% | -100.0% |
| All | -100.0% | +1,278.7% | -1,378.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling