-100.0%
UVXY vs XME
+421.4%
-521.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -8.5% |
| 7D | +2.8% | -4.2% | +7.0% | -4.6% |
| 30D | -11.4% | -2.7% | -8.7% | -14.8% |
| 3M | -41.5% | -3.9% | -37.6% | -44.2% |
| 6M | -61.0% | -1.0% | -60.1% | -58.5% |
| YTD | -49.8% | +9.8% | -59.7% | -33.3% |
| 1Y | -66.4% | +32.5% | -99.0% | -34.2% |
| 3Y | -94.8% | +124.3% | -219.1% | -56.4% |
| 5Y | -99.7% | +165.8% | -265.5% | -94.5% |
| All | -100.0% | +421.4% | -521.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling