-69.8%
UVXY vs EME
+19.7%
-89.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +2.0% |
| 7D | -5.0% | +1.9% | -6.9% | -3.6% |
| 30D | -20.5% | -8.3% | -12.3% | -25.6% |
| 3M | -36.6% | -10.7% | -25.8% | -40.1% |
| 6M | -56.9% | +1.9% | -58.8% | -51.9% |
| YTD | -51.2% | +23.5% | -74.7% | -37.2% |
| 1Y | -69.8% | +18.0% | -87.7% | -58.7% |
| All | -69.8% | +19.7% | -89.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling