-94.8%
UVXY vs EFX
-12.2%
-82.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.3% | -6.2% |
| 7D | +2.8% | -4.5% | +7.3% | -1.8% |
| 30D | -11.4% | -6.1% | -5.3% | -16.5% |
| 3M | -41.5% | +6.2% | -47.7% | -36.8% |
| 6M | -61.0% | -11.2% | -49.8% | -65.5% |
| YTD | -49.8% | -21.4% | -28.4% | -61.5% |
| 1Y | -66.4% | -34.3% | -32.1% | -79.6% |
| 3Y | -94.8% | -12.5% | -82.3% | -94.4% |
| All | -94.8% | -12.2% | -82.6% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling