-70.5%
UVXY vs ELF
-3.2%
-67.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.9% | -16.0% | -13.3% |
| 7D | -6.3% | -1.5% | -4.7% | -6.7% |
| 30D | -2.7% | +9.5% | -12.2% | +1.3% |
| 3M | -29.9% | +29.4% | -59.3% | -21.4% |
| 6M | -56.5% | +83.7% | -140.2% | -42.3% |
| YTD | -54.8% | +49.4% | -104.2% | -42.2% |
| 1Y | -70.5% | -3.9% | -66.6% | -65.9% |
| All | -70.5% | -3.2% | -67.3% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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