-70.5%
UVXY vs XME
+5.2%
-75.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -1.0% | -13.1% | -15.2% |
| 7D | -6.3% | -5.5% | -0.8% | -11.4% |
| 30D | -2.7% | -11.1% | +8.4% | -13.0% |
| 3M | -29.9% | -11.1% | -18.8% | -36.2% |
| 6M | -56.5% | -18.0% | -38.5% | -62.1% |
| YTD | -54.8% | -7.4% | -47.4% | -48.8% |
| 1Y | -70.5% | +6.7% | -77.2% | -54.3% |
| All | -70.5% | +5.2% | -75.7% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling