-99.7%
UVXY vs EQH
+102.2%
-201.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.2% | -4.2% |
| 7D | +2.8% | +0.7% | +2.1% | +4.3% |
| 30D | -11.4% | +2.8% | -14.2% | -6.4% |
| 3M | -41.5% | +23.1% | -64.6% | -12.7% |
| 6M | -61.0% | +41.4% | -102.4% | -20.9% |
| YTD | -49.8% | +14.3% | -64.1% | -29.5% |
| 1Y | -66.4% | +1.6% | -68.0% | -62.0% |
| 3Y | -94.8% | +102.7% | -197.5% | -60.4% |
| All | -99.7% | +102.2% | -201.9% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 5y: compounded portfolio wealth divided by compounded EQH 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…
5y analysis · Full analysis span regression · 6 months rolling