-100.0%
UVXY vs EXR
+1,246.5%
-1,346.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.2% |
| 7D | -4.7% | -0.7% | -4.0% | -5.7% |
| 30D | -17.1% | -6.9% | -10.1% | -25.8% |
| 3M | -39.9% | -3.0% | -36.9% | -43.6% |
| 6M | -66.9% | -2.9% | -63.9% | -67.9% |
| YTD | -50.1% | +9.3% | -59.4% | -41.4% |
| 1Y | -68.3% | -0.9% | -67.4% | -67.9% |
| 3Y | -95.0% | +24.7% | -119.7% | -90.6% |
| 5Y | -99.7% | -11.7% | -88.0% | -99.6% |
| 10Y | -100.0% | +148.4% | -248.4% | -100.0% |
| All | -100.0% | +1,246.5% | -1,346.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling