-99.7%
UVXY vs EMB
+6.3%
-106.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -7.1% |
| 7D | +2.8% | -1.2% | +4.0% | -2.5% |
| 30D | -11.4% | -1.3% | -10.1% | -16.0% |
| 3M | -41.5% | -1.8% | -39.7% | -45.3% |
| 6M | -61.0% | +0.2% | -61.2% | -58.1% |
| YTD | -49.8% | +0.4% | -50.2% | -44.8% |
| 1Y | -66.4% | +2.8% | -69.3% | -58.4% |
| 3Y | -94.8% | +29.1% | -123.9% | -80.8% |
| All | -99.7% | +6.3% | -106.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling