-100.0%
UVXY vs EXR
+151.8%
-251.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.6% | -5.7% |
| 7D | +2.8% | -1.2% | +4.0% | +1.5% |
| 30D | -11.4% | -6.2% | -5.1% | -17.8% |
| 3M | -41.5% | -7.4% | -34.1% | -47.1% |
| 6M | -61.0% | -0.5% | -60.5% | -60.4% |
| YTD | -49.8% | +8.1% | -57.9% | -43.4% |
| 1Y | -66.4% | -2.9% | -63.6% | -66.5% |
| 3Y | -94.8% | +22.9% | -117.7% | -91.4% |
| 5Y | -99.7% | -10.2% | -89.5% | -99.6% |
| All | -100.0% | +151.8% | -251.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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