-100.0%
UVXY vs ES
+274.2%
-374.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | -0.1% |
| 7D | -5.0% | +0.3% | -5.3% | -4.6% |
| 30D | -20.5% | -2.0% | -18.6% | -22.8% |
| 3M | -36.6% | +1.7% | -38.3% | -35.9% |
| 6M | -56.9% | -3.5% | -53.4% | -59.0% |
| YTD | -51.2% | +7.9% | -59.1% | -46.2% |
| 1Y | -69.8% | +17.2% | -86.9% | -62.3% |
| 3Y | -95.1% | +29.3% | -124.4% | -92.1% |
| 5Y | -99.7% | -5.7% | -93.9% | -99.6% |
| 10Y | -100.0% | +85.2% | -185.2% | -100.0% |
| All | -100.0% | +274.2% | -374.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling