-69.8%
UVXY vs EXEL
+59.2%
-129.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | -5.0% | +8.4% | -13.4% | -2.6% |
| 30D | -20.5% | +4.1% | -24.6% | -19.6% |
| 3M | -36.6% | +12.4% | -49.0% | -33.8% |
| 6M | -56.9% | +41.5% | -98.5% | -49.1% |
| YTD | -51.2% | +34.6% | -85.8% | -42.6% |
| 1Y | -69.8% | +57.9% | -127.6% | -62.6% |
| All | -69.8% | +59.2% | -129.0% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling