-100.0%
UVXY vs EXEL
+375.2%
-475.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.3% | -4.5% | -8.4% |
| 7D | +2.8% | -4.9% | +7.7% | -0.9% |
| 30D | -11.4% | +11.4% | -22.8% | -4.0% |
| 3M | -41.5% | +4.9% | -46.4% | -39.4% |
| 6M | -61.0% | +34.4% | -95.5% | -50.7% |
| YTD | -49.8% | +28.0% | -77.9% | -37.7% |
| 1Y | -66.4% | +43.6% | -110.1% | -54.3% |
| 3Y | -94.8% | +155.2% | -250.0% | -87.3% |
| 5Y | -99.7% | +181.2% | -280.9% | -99.1% |
| All | -100.0% | +375.2% | -475.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling