-100.0%
UVXY vs EMB
+83.9%
-183.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +1.7% |
| 7D | -4.7% | +0.3% | -5.0% | -3.2% |
| 30D | -17.1% | -0.5% | -16.6% | -19.1% |
| 3M | -39.9% | +0.3% | -40.3% | -37.8% |
| 6M | -66.9% | +1.2% | -68.0% | -62.2% |
| YTD | -50.1% | +1.5% | -51.6% | -41.1% |
| 1Y | -68.3% | +4.8% | -73.1% | -54.9% |
| 3Y | -95.0% | +30.4% | -125.3% | -71.1% |
| 5Y | -99.7% | +7.3% | -106.9% | -99.3% |
| 10Y | -100.0% | +29.7% | -129.7% | -100.0% |
| All | -100.0% | +83.9% | -183.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling