+23.3%
BA vs UVXY
-100.0%
+123.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | +0.6% |
| 7D | -1.1% | -22.1% | +21.0% | -4.8% |
| 30D | -7.1% | +8.2% | -15.3% | -3.7% |
| 3M | -25.5% | -12.3% | -13.2% | -25.3% |
| 6M | -28.7% | -51.0% | +22.3% | -34.4% |
| YTD | -21.0% | -49.9% | +28.9% | -24.6% |
| 1Y | -11.9% | -67.7% | +55.9% | -21.6% |
| 3Y | -16.2% | -94.1% | +77.9% | -31.1% |
| 5Y | -22.4% | -99.5% | +77.1% | -50.5% |
| All | +23.3% | -100.0% | +123.3% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling