-99.7%
UVXY vs ED
+67.9%
-167.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -6.8% |
| 7D | +2.8% | -0.8% | +3.6% | +2.7% |
| 30D | -11.4% | -0.4% | -10.9% | -11.4% |
| 3M | -41.5% | +0.5% | -42.0% | -41.4% |
| 6M | -61.0% | -3.1% | -57.9% | -61.3% |
| YTD | -49.8% | +9.8% | -59.7% | -48.6% |
| 1Y | -66.4% | +12.6% | -79.0% | -65.3% |
| 3Y | -94.8% | +31.4% | -126.2% | -93.7% |
| All | -99.7% | +67.9% | -167.6% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling