-100.0%
UVXY vs ESTC
+19.1%
-119.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.9% |
| 7D | +2.8% | -9.2% | +12.0% | -3.9% |
| 30D | -11.4% | +8.1% | -19.4% | -5.1% |
| 3M | -41.5% | +38.5% | -80.0% | -24.3% |
| 6M | -61.0% | +57.8% | -118.8% | -43.0% |
| YTD | -49.8% | +10.5% | -60.4% | -42.5% |
| 1Y | -66.4% | -6.4% | -60.1% | -65.9% |
| 3Y | -94.8% | +4.7% | -99.4% | -91.5% |
| 5Y | -99.7% | -47.8% | -51.9% | -99.6% |
| All | -100.0% | +19.1% | -119.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling