-99.7%
UVXY vs EVRG
+48.0%
-147.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.9% |
| 30D | -11.4% | -1.2% | -10.1% | -12.6% |
| 3M | -41.5% | -0.6% | -40.9% | -42.0% |
| 6M | -61.0% | +2.4% | -63.5% | -59.7% |
| YTD | -49.8% | +15.5% | -65.3% | -40.6% |
| 1Y | -66.4% | +16.8% | -83.3% | -59.4% |
| 3Y | -94.8% | +75.0% | -169.8% | -89.1% |
| All | -99.7% | +48.0% | -147.7% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling