-100.0%
UVXY vs ESI
+226.4%
-326.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +3.0% |
| 7D | -4.7% | +5.4% | -10.1% | +2.2% |
| 30D | -17.1% | -4.2% | -12.9% | -21.5% |
| 3M | -39.9% | -9.6% | -30.3% | -45.7% |
| 6M | -66.9% | +18.3% | -85.2% | -54.1% |
| YTD | -50.1% | +45.8% | -95.9% | -2.6% |
| 1Y | -68.3% | +39.2% | -107.5% | -38.4% |
| 3Y | -95.0% | +86.3% | -181.2% | -76.4% |
| 5Y | -99.7% | +76.2% | -175.9% | -97.8% |
| 10Y | -100.0% | +306.8% | -406.8% | -100.0% |
| All | -100.0% | +226.4% | -326.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling