-99.7%
UVXY vs ESI
+67.8%
-167.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.3% | -6.0% |
| 7D | +2.8% | -4.6% | +7.4% | -4.1% |
| 30D | -11.4% | -10.5% | -0.9% | -25.0% |
| 3M | -41.5% | -19.8% | -21.7% | -57.6% |
| 6M | -61.0% | +5.8% | -66.9% | -52.1% |
| YTD | -49.8% | +38.3% | -88.1% | +6.5% |
| 1Y | -66.4% | +31.5% | -98.0% | -30.5% |
| 3Y | -94.8% | +80.7% | -175.4% | -66.6% |
| All | -99.7% | +67.8% | -167.5% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling