-100.0%
UVXY vs ET
+688.6%
-788.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -5.9% | -7.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.9% |
| 30D | -11.4% | +2.9% | -14.2% | -8.8% |
| 3M | -41.5% | +16.8% | -58.3% | -31.7% |
| 6M | -61.0% | +18.9% | -79.9% | -54.0% |
| YTD | -49.8% | +37.7% | -87.5% | -30.9% |
| 1Y | -66.4% | +32.4% | -98.9% | -55.1% |
| 3Y | -94.8% | +99.5% | -194.3% | -86.6% |
| 5Y | -99.7% | +244.0% | -343.7% | -98.4% |
| 10Y | -100.0% | +172.1% | -272.1% | -100.0% |
| All | -100.0% | +688.6% | -788.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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