-66.4%
UVXY vs ESTC
-7.7%
-58.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.8% |
| 7D | +2.8% | -9.2% | +12.0% | +0.8% |
| 30D | -11.4% | +8.1% | -19.4% | -9.1% |
| 3M | -41.5% | +38.5% | -80.0% | -35.7% |
| 6M | -61.0% | +57.8% | -118.8% | -54.9% |
| YTD | -49.8% | +10.5% | -60.4% | -45.9% |
| 1Y | -66.4% | -6.4% | -60.1% | -66.7% |
| All | -66.4% | -7.7% | -58.7% | -66.7% |
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