-100.0%
UVXY vs EFX
+580.5%
-680.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.1% |
| 7D | +11.0% | -11.1% | +22.2% | -9.7% |
| 30D | -8.8% | -7.4% | -1.4% | -20.6% |
| 3M | -41.9% | +1.5% | -43.4% | -42.4% |
| 6M | -61.2% | -13.7% | -47.5% | -71.1% |
| YTD | -46.2% | -21.9% | -24.3% | -66.4% |
| 1Y | -65.2% | -30.8% | -34.4% | -82.6% |
| 3Y | -94.6% | -12.4% | -82.2% | -93.6% |
| 5Y | -99.7% | -35.9% | -63.7% | -99.7% |
| 10Y | -100.0% | +41.0% | -141.0% | -100.0% |
| All | -100.0% | +580.5% | -680.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling