-100.0%
UVXY vs ES
+83.3%
-183.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.2% | +3.2% |
| 7D | +11.0% | -3.5% | +14.5% | +7.5% |
| 30D | -8.8% | -3.0% | -5.8% | -11.3% |
| 3M | -41.9% | -0.3% | -41.6% | -42.2% |
| 6M | -61.2% | -5.2% | -56.0% | -62.8% |
| YTD | -46.2% | +4.8% | -51.0% | -43.5% |
| 1Y | -65.2% | +12.7% | -77.9% | -60.2% |
| 3Y | -94.6% | +27.5% | -122.1% | -92.2% |
| 5Y | -99.7% | -4.7% | -95.0% | -99.6% |
| All | -100.0% | +83.3% | -183.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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