-69.8%
UVXY vs ELF
-17.5%
-52.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +1.5% |
| 7D | -5.0% | +5.4% | -10.3% | -2.8% |
| 30D | -20.5% | +27.0% | -47.5% | -12.1% |
| 3M | -36.6% | +113.2% | -149.8% | -12.0% |
| 6M | -56.9% | +36.6% | -93.5% | -47.8% |
| YTD | -51.2% | +44.2% | -95.4% | -38.9% |
| 1Y | -69.8% | -18.0% | -51.8% | -67.6% |
| All | -69.8% | -17.5% | -52.2% | -67.6% |
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