-16.2%
BA vs UVXY
-94.2%
+78.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | +0.4% |
| 7D | -1.1% | -22.1% | +21.0% | -3.7% |
| 30D | -7.1% | +8.2% | -15.3% | -4.6% |
| 3M | -25.5% | -12.3% | -13.2% | -25.3% |
| 6M | -28.7% | -51.0% | +22.3% | -32.8% |
| YTD | -21.0% | -49.9% | +28.9% | -23.6% |
| 1Y | -11.9% | -67.7% | +55.9% | -18.8% |
| 3Y | -16.2% | -94.1% | +77.9% | -23.0% |
| All | -16.2% | -94.2% | +78.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling