-61.2%
UVXY vs EFV
+11.2%
-72.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +4.2% |
| 7D | +11.0% | -2.0% | +13.0% | +3.8% |
| 30D | -8.8% | -0.2% | -8.6% | -9.0% |
| 3M | -41.9% | +9.1% | -51.0% | -19.6% |
| 6M | -61.2% | +11.7% | -72.9% | -34.2% |
| All | -61.2% | +11.2% | -72.3% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling