-60.0%
UVXY vs ELF
+25.5%
-85.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +0.3% |
| 7D | +2.3% | -6.8% | +9.1% | -1.4% |
| 30D | -15.0% | +5.1% | -20.1% | -12.2% |
| 3M | -39.8% | +79.8% | -119.6% | -10.8% |
| 6M | -60.0% | +29.7% | -89.8% | -54.8% |
| All | -60.0% | +25.5% | -85.6% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling