-70.5%
UVXY vs EFX
-7.5%
-63.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +2.4% | -16.5% | -13.4% |
| 7D | -6.3% | +9.2% | -15.5% | -3.8% |
| 30D | -2.7% | +34.8% | -37.5% | +8.3% |
| 3M | -29.9% | +8.8% | -38.8% | -28.3% |
| 6M | -56.5% | +12.3% | -68.8% | -54.5% |
| YTD | -54.8% | -10.6% | -44.2% | -60.7% |
| 1Y | -70.5% | -6.7% | -63.8% | -72.7% |
| All | -70.5% | -7.5% | -63.0% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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