-70.5%
UVXY vs ESI
+27.8%
-98.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -4.6% | -9.5% | -17.9% |
| 7D | -6.3% | -6.6% | +0.3% | -11.6% |
| 30D | -2.7% | -10.9% | +8.2% | -10.6% |
| 3M | -29.9% | -13.8% | -16.1% | -36.7% |
| 6M | -56.5% | -21.5% | -35.0% | -62.2% |
| YTD | -54.8% | +34.7% | -89.5% | -12.8% |
| 1Y | -70.5% | +24.9% | -95.4% | -47.0% |
| All | -70.5% | +27.8% | -98.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling