-94.8%
UVXY vs ELF
-29.5%
-65.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -6.2% |
| 7D | +2.8% | -11.6% | +14.4% | -2.3% |
| 30D | -11.4% | +4.6% | -16.0% | -8.9% |
| 3M | -41.5% | +59.7% | -101.2% | -26.1% |
| 6M | -61.0% | +21.2% | -82.3% | -54.7% |
| YTD | -49.8% | +27.4% | -77.3% | -39.3% |
| 1Y | -66.4% | -29.8% | -36.6% | -66.8% |
| 3Y | -94.8% | -28.5% | -66.3% | -92.2% |
| All | -94.8% | -29.5% | -65.3% | -92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling