-100.0%
UVXY vs ESTC
+26.3%
-126.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | -0.4% |
| 7D | -4.7% | -4.3% | -0.4% | -7.5% |
| 30D | -17.1% | +17.7% | -34.8% | -5.6% |
| 3M | -39.9% | +42.3% | -82.2% | -20.9% |
| 6M | -66.9% | +64.6% | -131.4% | -50.0% |
| YTD | -50.1% | +17.2% | -67.3% | -40.4% |
| 1Y | -68.3% | -4.2% | -64.1% | -67.4% |
| 3Y | -95.0% | +13.5% | -108.5% | -91.3% |
| 5Y | -99.7% | -45.5% | -54.1% | -99.5% |
| All | -100.0% | +26.3% | -126.3% | -99.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling