-100.0%
UVXY vs EFV
+169.9%
-269.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.9% | -2.3% |
| 7D | +2.8% | -0.8% | +3.6% | -0.2% |
| 30D | -11.4% | +0.6% | -12.0% | -8.5% |
| 3M | -41.5% | +7.5% | -49.0% | -19.0% |
| 6M | -61.0% | +13.0% | -74.1% | -28.9% |
| YTD | -49.8% | +18.3% | -68.2% | +14.4% |
| 1Y | -66.4% | +26.7% | -93.2% | +5.6% |
| 3Y | -94.8% | +89.6% | -184.3% | +34.9% |
| 5Y | -99.7% | +98.2% | -197.9% | -85.2% |
| All | -100.0% | +169.9% | -269.9% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling