-61.2%
UVXY vs ETR
+1.0%
-62.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +4.9% |
| 7D | +11.0% | -1.9% | +12.9% | +10.6% |
| 30D | -8.8% | -0.2% | -8.6% | -8.8% |
| 3M | -41.9% | -3.7% | -38.2% | -42.4% |
| 6M | -61.2% | +2.1% | -63.3% | -61.2% |
| All | -61.2% | +1.0% | -62.2% | -61.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling