-100.0%
UVXY vs EME
+4,364.5%
-4,464.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.3% | -11.1% | +1.3% |
| 7D | +2.8% | +3.5% | -0.7% | +10.1% |
| 30D | -11.4% | -6.3% | -5.0% | -21.9% |
| 3M | -41.5% | -3.8% | -37.8% | -45.1% |
| 6M | -61.0% | +8.5% | -69.6% | -51.1% |
| YTD | -49.8% | +27.8% | -77.7% | -10.1% |
| 1Y | -66.4% | +22.2% | -88.7% | -44.0% |
| 3Y | -94.8% | +253.5% | -348.2% | +39.4% |
| 5Y | -99.7% | +578.6% | -678.3% | -52.0% |
| 10Y | -100.0% | +1,355.6% | -1,455.6% | -98.8% |
| All | -100.0% | +4,364.5% | -4,464.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling