-94.8%
UVXY vs EME
+252.2%
-347.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.3% | -11.1% | -1.6% |
| 7D | +2.8% | +3.5% | -0.7% | +7.6% |
| 30D | -11.4% | -6.3% | -5.0% | -18.0% |
| 3M | -41.5% | -3.8% | -37.8% | -42.7% |
| 6M | -61.0% | +8.5% | -69.6% | -52.4% |
| YTD | -49.8% | +27.8% | -77.7% | -20.6% |
| 1Y | -66.4% | +22.2% | -88.7% | -46.6% |
| 3Y | -94.8% | +253.5% | -348.2% | -49.3% |
| All | -94.8% | +252.2% | -347.0% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling