-100.0%
UVXY vs EXPD
+514.9%
-614.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +5.6% |
| 7D | -26.5% | +3.6% | -30.1% | -19.5% |
| 30D | +8.8% | +0.3% | +8.6% | +13.4% |
| 3M | -14.7% | +6.1% | -20.7% | -0.2% |
| 6M | -51.5% | +27.4% | -78.8% | -17.3% |
| YTD | -51.7% | +32.0% | -83.7% | -13.4% |
| 1Y | -65.7% | +40.5% | -106.2% | -28.0% |
| 3Y | -94.4% | +75.7% | -170.1% | -76.2% |
| 5Y | -99.5% | +61.7% | -161.3% | -97.9% |
| 10Y | -100.0% | +336.8% | -436.8% | -99.9% |
| All | -100.0% | +514.9% | -614.9% | -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