-100.0%
UVXY vs EL
+198.9%
-298.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | -0.8% |
| 7D | -4.7% | +1.7% | -6.4% | -2.3% |
| 30D | -17.1% | +15.5% | -32.6% | +3.2% |
| 3M | -39.9% | +20.6% | -60.5% | -18.9% |
| 6M | -66.9% | +10.5% | -77.3% | -59.8% |
| YTD | -50.1% | -1.9% | -48.2% | -47.4% |
| 1Y | -68.3% | +16.1% | -84.4% | -54.4% |
| 3Y | -95.0% | -30.2% | -64.7% | -96.3% |
| 5Y | -99.7% | -67.4% | -32.3% | -99.9% |
| 10Y | -100.0% | +31.2% | -131.2% | -100.0% |
| All | -100.0% | +198.9% | -298.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling