-100.0%
UVXY vs UEC
+885.8%
-985.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.2% | -1.6% | -9.4% |
| 7D | +2.8% | -9.4% | +12.2% | -2.2% |
| 30D | -11.4% | -8.0% | -3.4% | -14.0% |
| 3M | -41.5% | -1.7% | -39.8% | -40.0% |
| 6M | -61.0% | -26.1% | -34.9% | -62.6% |
| YTD | -49.8% | -10.5% | -39.3% | -44.6% |
| 1Y | -66.4% | -13.3% | -53.2% | -62.1% |
| 3Y | -94.8% | +116.4% | -211.1% | -86.9% |
| 5Y | -99.7% | +225.5% | -325.2% | -98.4% |
| All | -100.0% | +885.8% | -985.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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