-70.5%
UVXY vs EME
-3.1%
-67.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -9.6% | -4.5% | -21.5% |
| 7D | -6.3% | -5.8% | -0.5% | -10.9% |
| 30D | -2.7% | -17.9% | +15.2% | -16.8% |
| 3M | -29.9% | -22.0% | -8.0% | -42.6% |
| 6M | -56.5% | -29.7% | -26.8% | -67.9% |
| YTD | -54.8% | +4.7% | -59.5% | -38.1% |
| 1Y | -70.5% | -2.1% | -68.4% | -64.1% |
| All | -70.5% | -3.1% | -67.4% | -64.1% |
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