-70.5%
UVXY vs ESTC
+1.6%
-72.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -0.9% | -13.2% | -14.4% |
| 7D | -6.3% | -15.9% | +9.6% | -10.3% |
| 30D | -2.7% | -5.5% | +2.8% | -3.8% |
| 3M | -29.9% | +26.2% | -56.1% | -24.8% |
| 6M | -56.5% | +77.0% | -133.5% | -47.3% |
| YTD | -54.8% | +18.9% | -73.7% | -50.9% |
| 1Y | -70.5% | +1.3% | -71.8% | -68.4% |
| All | -70.5% | +1.6% | -72.1% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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