-94.8%
UVXY vs ETR
+143.8%
-238.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -7.1% |
| 7D | +2.8% | -1.8% | +4.6% | +1.1% |
| 30D | -11.4% | -1.8% | -9.6% | -12.8% |
| 3M | -41.5% | -3.6% | -37.9% | -43.2% |
| 6M | -61.0% | +2.6% | -63.7% | -59.5% |
| YTD | -49.8% | +16.0% | -65.9% | -40.3% |
| 1Y | -66.4% | +20.1% | -86.6% | -58.0% |
| 3Y | -94.8% | +143.6% | -238.4% | -84.7% |
| All | -94.8% | +143.8% | -238.6% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling