-100.0%
UVXY vs UEC
+387.4%
-487.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +1.3% |
| 7D | +2.3% | -0.2% | +2.5% | +2.2% |
| 30D | -15.0% | +1.9% | -17.0% | -13.1% |
| 3M | -39.8% | +8.9% | -48.7% | -34.0% |
| 6M | -60.0% | -14.5% | -45.6% | -58.8% |
| YTD | -48.8% | -0.7% | -48.2% | -40.4% |
| 1Y | -67.3% | -4.1% | -63.2% | -61.2% |
| 3Y | -94.8% | +148.9% | -243.8% | -86.3% |
| 5Y | -99.7% | +300.0% | -399.7% | -98.2% |
| 10Y | -100.0% | +994.3% | -1,094.3% | -100.0% |
| All | -100.0% | +387.4% | -487.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling