-100.0%
UVXY vs EPAM
+69.2%
-169.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.0% |
| 7D | +11.0% | -4.5% | +15.5% | +6.4% |
| 30D | -8.8% | +14.6% | -23.4% | +4.4% |
| 3M | -41.9% | +23.1% | -65.0% | -30.2% |
| 6M | -61.2% | -19.5% | -41.7% | -69.6% |
| YTD | -46.2% | -44.1% | -2.1% | -69.8% |
| 1Y | -65.2% | -25.2% | -40.0% | -72.7% |
| 3Y | -94.6% | -56.8% | -37.7% | -96.4% |
| 5Y | -99.7% | -81.7% | -17.9% | -99.9% |
| All | -100.0% | +69.2% | -169.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling