-100.0%
UVXY vs EXEL
+1,091.5%
-1,191.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +4.2% |
| 7D | +11.0% | -2.9% | +13.9% | +9.1% |
| 30D | -8.8% | +11.9% | -20.7% | -1.8% |
| 3M | -41.9% | +9.2% | -51.1% | -38.3% |
| 6M | -61.2% | +39.1% | -100.3% | -51.1% |
| YTD | -46.2% | +31.0% | -77.2% | -33.7% |
| 1Y | -65.2% | +52.3% | -117.5% | -52.3% |
| 3Y | -94.6% | +159.7% | -254.3% | -88.1% |
| 5Y | -99.7% | +187.7% | -287.4% | -99.1% |
| 10Y | -100.0% | +379.4% | -479.4% | -100.0% |
| All | -100.0% | +1,091.5% | -1,191.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling