-99.7%
UVXY vs ES
-4.5%
-95.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +1.4% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -15.0% | -1.0% | -14.0% | -15.7% |
| 3M | -39.8% | +1.5% | -41.3% | -39.2% |
| 6M | -60.0% | -3.5% | -56.6% | -60.8% |
| YTD | -48.8% | +7.0% | -55.8% | -45.5% |
| 1Y | -67.3% | +15.3% | -82.6% | -62.0% |
| 3Y | -94.8% | +30.2% | -125.0% | -92.6% |
| 5Y | -99.7% | -4.3% | -95.4% | -99.6% |
| All | -99.7% | -4.5% | -95.1% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling