-95.1%
UVXY vs EXPD
+68.8%
-163.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +1.7% |
| 7D | -5.0% | -1.1% | -3.9% | -6.2% |
| 30D | -20.5% | +4.1% | -24.6% | -16.9% |
| 3M | -36.6% | +17.9% | -54.5% | -23.5% |
| 6M | -56.9% | +29.2% | -86.1% | -42.4% |
| YTD | -51.2% | +27.4% | -78.6% | -34.4% |
| 1Y | -69.8% | +56.8% | -126.6% | -43.7% |
| All | -95.1% | +68.8% | -163.9% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling