-66.4%
UVXY vs ELF
-28.2%
-38.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -6.3% |
| 7D | +2.8% | -11.6% | +14.4% | -1.9% |
| 30D | -11.4% | +4.6% | -16.0% | -9.1% |
| 3M | -41.5% | +59.7% | -101.2% | -27.6% |
| 6M | -61.0% | +21.2% | -82.3% | -54.7% |
| YTD | -49.8% | +27.4% | -77.3% | -40.0% |
| 1Y | -66.4% | -29.8% | -36.6% | -65.6% |
| All | -66.4% | -28.2% | -38.2% | -65.6% |
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