-100.0%
UVXY vs ED
+240.0%
-340.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +3.1% |
| 7D | -4.7% | +0.5% | -5.3% | -4.2% |
| 30D | -17.1% | +1.1% | -18.2% | -16.3% |
| 3M | -39.9% | +4.6% | -44.6% | -37.8% |
| 6M | -66.9% | -2.0% | -64.9% | -67.9% |
| YTD | -50.1% | +11.7% | -61.8% | -45.7% |
| 1Y | -68.3% | +15.7% | -84.1% | -64.5% |
| 3Y | -95.0% | +34.4% | -129.3% | -93.4% |
| 5Y | -99.7% | +67.3% | -167.0% | -99.4% |
| 10Y | -100.0% | +104.0% | -204.0% | -100.0% |
| All | -100.0% | +240.0% | -340.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling