-100.0%
UVXY vs ETR
+508.5%
-608.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +3.0% |
| 7D | +11.0% | -1.9% | +12.9% | +7.8% |
| 30D | -8.8% | -0.2% | -8.6% | -9.0% |
| 3M | -41.9% | -3.7% | -38.2% | -45.2% |
| 6M | -61.2% | +2.1% | -63.3% | -59.8% |
| YTD | -46.2% | +16.5% | -62.7% | -30.5% |
| 1Y | -65.2% | +22.5% | -87.7% | -50.1% |
| 3Y | -94.6% | +144.7% | -239.2% | -71.3% |
| 5Y | -99.7% | +125.2% | -224.9% | -98.3% |
| 10Y | -100.0% | +296.9% | -396.9% | -100.0% |
| All | -100.0% | +508.5% | -608.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling