-100.0%
UVXY vs XME
+241.2%
-341.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.7% | +8.9% | -1.6% |
| 7D | +11.0% | -3.0% | +14.1% | +5.1% |
| 30D | -8.8% | -2.6% | -6.2% | -12.4% |
| 3M | -41.9% | +2.2% | -44.1% | -37.8% |
| 6M | -61.2% | +0.7% | -61.9% | -57.4% |
| YTD | -46.2% | +10.9% | -57.1% | -26.9% |
| 1Y | -65.2% | +35.7% | -100.9% | -27.9% |
| 3Y | -94.6% | +127.1% | -221.7% | -51.7% |
| 5Y | -99.7% | +168.5% | -268.1% | -93.7% |
| 10Y | -100.0% | +416.9% | -516.9% | -99.9% |
| All | -100.0% | +241.2% | -341.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling