-99.7%
UVXY vs EL
-69.0%
-30.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -6.1% |
| 7D | +2.8% | -6.5% | +9.3% | -3.3% |
| 30D | -11.4% | +11.1% | -22.5% | -0.7% |
| 3M | -41.5% | +10.7% | -52.2% | -33.9% |
| 6M | -61.0% | +6.9% | -67.9% | -55.5% |
| YTD | -49.8% | -6.3% | -43.6% | -47.5% |
| 1Y | -66.4% | +13.5% | -79.9% | -55.3% |
| 3Y | -94.8% | -33.1% | -61.7% | -94.4% |
| All | -99.7% | -69.0% | -30.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling