-70.5%
UVXY vs ED
+27.1%
-97.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +3.0% | -17.1% | -17.9% |
| 7D | -6.3% | +5.4% | -11.7% | -13.1% |
| 30D | -2.7% | +16.4% | -19.1% | -20.3% |
| 3M | -29.9% | +11.9% | -41.8% | -39.8% |
| 6M | -56.5% | +11.6% | -68.1% | -62.3% |
| YTD | -54.8% | +24.1% | -78.9% | -68.4% |
| 1Y | -70.5% | +26.9% | -97.4% | -80.0% |
| All | -70.5% | +27.1% | -97.6% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling