-100.0%
UVXY vs EXPD
+316.4%
-416.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +4.8% |
| 7D | +2.3% | +1.2% | +1.1% | +4.4% |
| 30D | -15.0% | +5.2% | -20.2% | -6.7% |
| 3M | -39.8% | +13.2% | -53.0% | -25.1% |
| 6M | -60.0% | +30.3% | -90.4% | -36.3% |
| YTD | -48.8% | +27.0% | -75.9% | -21.9% |
| 1Y | -67.3% | +57.3% | -124.6% | -22.7% |
| 3Y | -94.8% | +70.0% | -164.8% | -81.6% |
| 5Y | -99.7% | +61.6% | -161.3% | -98.6% |
| 10Y | -100.0% | +321.1% | -421.1% | -100.0% |
| All | -100.0% | +316.4% | -416.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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