-94.4%
UVXY vs ESI
+73.2%
-167.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | -1.4% |
| 7D | +11.0% | -2.3% | +13.3% | +7.6% |
| 30D | -8.8% | -9.0% | +0.3% | -20.1% |
| 3M | -41.9% | -13.3% | -28.6% | -51.0% |
| 6M | -61.2% | +5.3% | -66.5% | -51.2% |
| YTD | -46.2% | +37.6% | -83.8% | +20.0% |
| 1Y | -65.2% | +33.6% | -98.8% | -21.4% |
| All | -94.4% | +73.2% | -167.6% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling