-94.8%
UVXY vs EVRG
+72.5%
-167.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.9% |
| 30D | -11.4% | -1.2% | -10.1% | -12.2% |
| 3M | -41.5% | -0.6% | -40.9% | -41.7% |
| 6M | -61.0% | +2.4% | -63.5% | -59.9% |
| YTD | -49.8% | +15.5% | -65.3% | -42.1% |
| 1Y | -66.4% | +16.8% | -83.3% | -60.5% |
| 3Y | -94.8% | +75.0% | -169.8% | -90.7% |
| All | -94.8% | +72.5% | -167.3% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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