-8.0%
BA vs UVXY
-70.9%
+62.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.9% |
| 7D | +1.2% | -5.0% | +6.1% | +0.5% |
| 30D | -11.6% | -20.5% | +8.9% | -14.2% |
| 3M | -2.4% | -36.6% | +34.2% | -7.3% |
| 6M | -6.6% | -56.9% | +50.3% | -14.4% |
| YTD | -2.2% | -51.2% | +49.0% | -8.4% |
| 1Y | -8.0% | -69.8% | +61.8% | -18.0% |
| All | -8.0% | -70.9% | +62.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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