-99.7%
UVXY vs EXPD
+60.9%
-160.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +0.3% |
| 7D | -4.7% | -0.9% | -3.8% | -5.9% |
| 30D | -17.1% | +4.1% | -21.1% | -12.5% |
| 3M | -39.9% | +13.8% | -53.7% | -29.0% |
| 6M | -66.9% | +27.3% | -94.1% | -54.7% |
| YTD | -50.1% | +25.4% | -75.5% | -31.8% |
| 1Y | -68.3% | +54.4% | -122.7% | -39.9% |
| 3Y | -95.0% | +67.9% | -162.8% | -86.1% |
| 5Y | -99.7% | +59.2% | -158.8% | -99.0% |
| All | -99.7% | +60.9% | -160.6% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling