-100.0%
UVXY vs EXPD
+493.3%
-593.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +2.6% |
| 7D | -5.0% | -1.1% | -3.9% | -7.3% |
| 30D | -20.5% | +4.1% | -24.6% | -13.5% |
| 3M | -36.6% | +17.9% | -54.5% | -10.9% |
| 6M | -56.9% | +29.2% | -86.1% | -28.1% |
| YTD | -51.2% | +27.4% | -78.6% | -21.4% |
| 1Y | -69.8% | +56.8% | -126.6% | -21.2% |
| 3Y | -95.1% | +68.0% | -163.1% | -80.8% |
| 5Y | -99.7% | +61.9% | -161.5% | -98.5% |
| 10Y | -100.0% | +316.0% | -416.0% | -99.9% |
| All | -100.0% | +493.3% | -593.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling