-69.8%
UVXY vs EFV
+30.7%
-100.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.2% |
| 7D | -5.0% | +1.5% | -6.5% | +0.3% |
| 30D | -20.5% | +1.7% | -22.3% | -15.3% |
| 3M | -36.6% | +8.6% | -45.2% | -11.7% |
| 6M | -56.9% | +11.7% | -68.6% | -26.5% |
| YTD | -51.2% | +19.3% | -70.5% | +12.8% |
| 1Y | -69.8% | +30.2% | -100.0% | +3.4% |
| All | -69.8% | +30.7% | -100.5% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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