-100.0%
UVXY vs ELF
+317.0%
-417.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +0.1% |
| 7D | +2.3% | -6.8% | +9.1% | -1.8% |
| 30D | -15.0% | +5.1% | -20.1% | -11.8% |
| 3M | -39.8% | +79.8% | -119.6% | -11.2% |
| 6M | -60.0% | +29.7% | -89.8% | -49.5% |
| YTD | -48.8% | +31.6% | -80.5% | -33.3% |
| 1Y | -67.3% | -27.9% | -39.4% | -68.6% |
| 3Y | -94.8% | -26.4% | -68.4% | -92.6% |
| 5Y | -99.7% | +235.6% | -335.3% | -98.0% |
| All | -100.0% | +317.0% | -417.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling