-100.0%
UVXY vs ESTC
+31.2%
-131.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | -2.6% |
| 7D | -5.0% | -8.1% | +3.1% | -10.4% |
| 30D | -20.5% | +31.7% | -52.2% | -1.7% |
| 3M | -36.6% | +41.1% | -77.6% | -16.8% |
| 6M | -56.9% | +77.1% | -134.0% | -31.6% |
| YTD | -51.2% | +21.7% | -72.9% | -40.1% |
| 1Y | -69.8% | +8.4% | -78.2% | -65.7% |
| 3Y | -95.1% | +23.6% | -118.7% | -90.9% |
| 5Y | -99.7% | -46.5% | -53.2% | -99.5% |
| All | -100.0% | +31.2% | -131.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling