-66.4%
UVXY vs EXEL
+48.5%
-115.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.3% | -4.5% | -7.5% |
| 7D | +2.8% | -4.9% | +7.7% | +1.2% |
| 30D | -11.4% | +11.4% | -22.8% | -8.2% |
| 3M | -41.5% | +4.9% | -46.4% | -40.4% |
| 6M | -61.0% | +34.4% | -95.5% | -54.8% |
| YTD | -49.8% | +28.0% | -77.9% | -41.8% |
| 1Y | -66.4% | +43.6% | -110.1% | -60.1% |
| All | -66.4% | +48.5% | -115.0% | -60.1% |
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